-23.4%
TSLL vs KMX
+5.0%
-28.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.0% | -12.9% | -12.0% |
| 7D | +1.9% | +1.9% | 0.0% | +1.5% |
| 30D | +17.8% | +11.7% | +6.1% | +15.3% |
| 3M | -37.0% | +34.9% | -71.9% | -40.7% |
| 6M | -37.7% | +50.3% | -87.9% | -43.6% |
| YTD | -51.4% | +63.8% | -115.2% | -56.9% |
| 1Y | -23.4% | +3.8% | -27.2% | -14.3% |
| All | -23.4% | +5.0% | -28.4% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling