+495.0%
TLN vs KMX
-25.6%
+520.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.3% | +7.1% | +3.5% |
| 7D | +10.9% | -0.7% | +11.6% | +11.0% |
| 30D | -6.3% | +4.1% | -10.4% | -7.0% |
| 3M | -10.7% | +27.5% | -38.2% | -14.6% |
| 6M | +1.6% | +43.6% | -41.9% | -5.7% |
| YTD | -13.1% | +56.8% | -69.8% | -21.0% |
| 1Y | -15.1% | -1.3% | -13.7% | -16.3% |
| 3Y | +495.0% | -25.4% | +520.4% | +508.3% |
| All | +495.0% | -25.6% | +520.6% | +508.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded KMX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling