+420.9%
TTD vs KMX
-1.4%
+422.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.1% | +0.8% |
| 7D | +21.3% | +3.4% | +17.9% | +19.7% |
| 30D | +28.7% | +6.8% | +21.9% | +24.9% |
| 3M | +7.7% | -11.4% | +19.1% | +13.1% |
| 6M | -23.5% | +43.6% | -67.0% | -36.9% |
| YTD | -58.7% | +37.7% | -96.4% | -66.2% |
| 1Y | -63.4% | +53.0% | -116.4% | -71.8% |
| 3Y | -75.3% | -16.3% | -59.0% | -76.2% |
| 5Y | -84.4% | -64.2% | -20.1% | -77.5% |
| 10Y | +516.1% | -2.8% | +519.0% | +372.2% |
| All | +420.9% | -1.4% | +422.3% | +330.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling