-44.0%
TSLL vs KMX
+60.9%
-104.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.6% | +6.3% | +5.8% |
| 7D | +0.5% | -2.3% | +2.7% | +0.8% |
| 30D | +2.7% | +6.3% | -3.7% | +2.4% |
| 3M | +26.3% | -7.4% | +33.6% | +26.8% |
| 6M | -37.2% | +37.9% | -75.1% | -38.9% |
| YTD | -44.2% | +39.5% | -83.7% | -43.2% |
| 1Y | -44.0% | +57.9% | -101.8% | -43.0% |
| All | -44.0% | +60.9% | -104.9% | -43.0% |
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 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