-97.1%
TSLQ vs KMX
-31.8%
-65.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.6% |
| 7D | +5.7% | -3.4% | +9.1% | +3.6% |
| 30D | -21.1% | +4.0% | -25.1% | -19.4% |
| 3M | -11.5% | +24.8% | -36.3% | +0.5% |
| 6M | -14.9% | +43.6% | -58.5% | +5.3% |
| YTD | +2.4% | +56.6% | -54.2% | +35.0% |
| 1Y | -49.8% | +2.2% | -52.0% | -47.9% |
| 3Y | -95.8% | -25.4% | -70.4% | -95.7% |
| All | -97.1% | -31.8% | -65.4% | -96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling