-83.8%
TTD vs KMX
-26.0%
-57.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.3% | +1.5% | -1.6% |
| 7D | +1.7% | -0.7% | +2.4% | +2.0% |
| 30D | +1.6% | +4.1% | -2.5% | +0.4% |
| 3M | -27.8% | +27.5% | -55.4% | -33.1% |
| 6M | -52.1% | +43.6% | -95.7% | -57.6% |
| YTD | -63.1% | +56.8% | -119.8% | -68.4% |
| 1Y | -73.1% | -1.3% | -71.7% | -73.3% |
| All | -83.8% | -26.0% | -57.8% | -83.9% |
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