-97.2%
TSLQ vs KMX
-31.7%
-65.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -4.3% | -3.7% | -10.1% |
| 7D | -8.6% | -0.7% | -7.9% | -9.0% |
| 30D | -24.9% | +4.1% | -29.0% | -23.2% |
| 3M | -1.5% | +27.5% | -29.0% | +13.1% |
| 6M | -18.1% | +43.6% | -61.6% | +1.4% |
| YTD | -0.1% | +56.8% | -56.9% | +31.7% |
| 1Y | -51.4% | -1.3% | -50.1% | -50.7% |
| 3Y | -95.9% | -25.4% | -70.5% | -95.8% |
| All | -97.2% | -31.7% | -65.5% | -96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling