+500.3%
TTD vs KMX
-3.5%
+503.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -2.1% |
| 7D | +20.8% | 0.0% | +20.8% | +21.0% |
| 30D | +27.1% | +3.5% | +23.6% | +25.1% |
| 3M | +14.7% | -10.4% | +25.1% | +19.9% |
| 6M | -26.8% | +37.6% | -64.4% | -38.4% |
| YTD | -59.2% | +36.1% | -95.3% | -66.5% |
| 1Y | -64.7% | +52.8% | -117.4% | -72.7% |
| 3Y | -75.8% | -17.0% | -58.8% | -76.6% |
| 5Y | -84.6% | -64.7% | -19.9% | -77.7% |
| All | +500.3% | -3.5% | +503.8% | +393.3% |
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 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