-18.4%
TSLL vs KMX
-22.6%
+4.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.1% | +10.8% | +9.8% |
| 7D | -21.2% | -7.4% | -13.8% | -17.6% |
| 30D | -13.3% | -3.4% | -9.9% | -12.0% |
| 3M | +15.4% | -11.3% | +26.7% | +21.5% |
| 6M | -34.2% | +30.6% | -64.8% | -46.2% |
| YTD | -52.9% | +33.2% | -86.1% | -64.4% |
| 1Y | -54.3% | +66.7% | -121.1% | -71.8% |
| 3Y | -18.4% | -22.1% | +3.7% | +3.1% |
| All | -18.4% | -22.6% | +4.2% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling