+961.6%
TT vs KMX
+4.1%
+957.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | +0.8% |
| 7D | +1.6% | -0.7% | +2.3% | +1.7% |
| 30D | -7.3% | +4.1% | -11.4% | -8.4% |
| 3M | -2.6% | +27.5% | -30.1% | -9.6% |
| 6M | +5.9% | +43.6% | -37.7% | -6.0% |
| YTD | +15.4% | +56.8% | -41.4% | -0.9% |
| 1Y | +8.2% | -1.3% | +9.6% | +4.3% |
| 3Y | +122.7% | -25.4% | +148.0% | +125.1% |
| 5Y | +145.0% | -53.9% | +198.9% | +178.6% |
| All | +961.6% | +4.1% | +957.5% | +748.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling