+66.3%
TPG vs KMX
-49.6%
+116.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.2% |
| 7D | -11.8% | -3.4% | -8.4% | -10.8% |
| 30D | -6.3% | +4.0% | -10.3% | -7.6% |
| 3M | +13.6% | +24.8% | -11.2% | +4.4% |
| 6M | +13.8% | +43.6% | -29.8% | -2.4% |
| YTD | -23.7% | +56.6% | -80.4% | -37.2% |
| 1Y | -18.2% | +2.2% | -20.4% | -22.1% |
| 3Y | +80.1% | -25.4% | +105.6% | +91.3% |
| All | +66.3% | -49.6% | +116.0% | +86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling