+95.7%
TT vs KMX
-16.1%
+111.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.1% | -0.4% | +4.0% |
| 7D | +1.7% | -4.1% | +5.8% | +2.2% |
| 30D | -11.8% | +2.9% | -14.7% | -12.3% |
| 3M | -12.6% | -7.0% | -5.6% | -12.0% |
| 6M | -9.4% | +34.1% | -43.5% | -13.7% |
| YTD | +8.8% | +40.0% | -31.2% | +2.2% |
| 1Y | -2.5% | +67.2% | -69.7% | -11.1% |
| 3Y | +95.7% | -13.4% | +109.1% | +100.0% |
| All | +95.7% | -16.1% | +111.8% | +100.0% |
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