-80.8%
TTD vs KMX
-54.8%
-26.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.5% |
| 7D | -7.4% | -3.4% | -4.0% | -6.0% |
| 30D | +3.0% | +4.0% | -1.0% | +1.2% |
| 3M | -27.6% | +24.8% | -52.4% | -35.3% |
| 6M | -49.5% | +43.6% | -93.1% | -58.5% |
| YTD | -63.2% | +56.6% | -119.8% | -71.4% |
| 1Y | -69.7% | +2.2% | -72.0% | -71.9% |
| 3Y | -83.3% | -25.4% | -57.9% | -82.5% |
| 5Y | -80.8% | -55.0% | -25.8% | -74.1% |
| All | -80.8% | -54.8% | -26.0% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling