-48.9%
TSLL vs KMX
-45.6%
-3.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.6% | +6.3% | +6.1% |
| 7D | +0.5% | -2.3% | +2.7% | +2.5% |
| 30D | +2.7% | +6.3% | -3.7% | -1.2% |
| 3M | +26.3% | -7.4% | +33.6% | +30.2% |
| 6M | -37.2% | +37.9% | -75.1% | -50.5% |
| YTD | -44.2% | +39.5% | -83.7% | -58.9% |
| 1Y | -44.0% | +57.9% | -101.8% | -62.9% |
| 3Y | 0.0% | -15.0% | +15.0% | +7.5% |
| All | -48.9% | -45.6% | -3.3% | -34.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling