-72.2%
TTD vs KMX
+5.0%
-77.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.4% | -4.5% |
| 7D | +6.3% | +1.9% | +4.4% | +6.0% |
| 30D | -23.9% | +11.7% | -35.6% | -25.1% |
| 3M | -31.4% | +34.9% | -66.3% | -34.5% |
| 6M | -42.7% | +50.3% | -92.9% | -46.4% |
| YTD | -62.0% | +63.8% | -125.8% | -64.9% |
| 1Y | -72.2% | +3.8% | -76.0% | -73.3% |
| All | -72.2% | +5.0% | -77.2% | -73.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling