-54.3%
TSLL vs KMX
+42.7%
-97.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.1% | +10.8% | +8.8% |
| 7D | -21.2% | -7.4% | -13.8% | -20.6% |
| 30D | -13.3% | -3.4% | -9.9% | -12.9% |
| 3M | +15.4% | -11.3% | +26.7% | +16.2% |
| 6M | -34.2% | +30.6% | -64.8% | -35.4% |
| YTD | -52.9% | +33.2% | -86.1% | -51.2% |
| 1Y | -54.3% | +66.7% | -121.1% | -49.6% |
| All | -54.3% | +42.7% | -97.0% | -49.6% |
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