+379.4%
TTD vs KMX
+17.2%
+362.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.4% | -4.8% |
| 7D | +6.3% | +1.9% | +4.4% | +5.4% |
| 30D | -23.9% | +11.7% | -35.6% | -27.8% |
| 3M | -31.4% | +34.9% | -66.3% | -41.1% |
| 6M | -42.7% | +50.3% | -92.9% | -54.1% |
| YTD | -62.0% | +63.8% | -125.8% | -71.2% |
| 1Y | -72.2% | +3.8% | -76.0% | -74.6% |
| 3Y | -81.9% | -24.3% | -57.7% | -81.5% |
| 5Y | -81.5% | -50.2% | -31.3% | -77.3% |
| All | +379.4% | +17.2% | +362.2% | +267.3% |
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 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