-74.8%
TTD vs KMX
-13.7%
-61.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.8% |
| 7D | +20.8% | -2.3% | +23.1% | +21.7% |
| 30D | +33.8% | +6.3% | +27.5% | +31.5% |
| 3M | +17.8% | -7.4% | +25.2% | +20.0% |
| 6M | -25.7% | +37.9% | -63.6% | -33.4% |
| YTD | -57.9% | +39.5% | -97.4% | -63.1% |
| 1Y | -63.8% | +57.9% | -121.7% | -69.8% |
| All | -74.8% | -13.7% | -61.1% | -74.4% |
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