-34.2%
TSLL vs KMX
+35.4%
-69.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.1% | +10.8% | +9.0% |
| 7D | -21.2% | -7.4% | -13.8% | -19.9% |
| 30D | -13.3% | -3.4% | -9.9% | -12.3% |
| 3M | +15.4% | -11.3% | +26.7% | +17.1% |
| 6M | -34.2% | +30.6% | -64.8% | -40.6% |
| All | -34.2% | +35.4% | -69.7% | -40.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling