-64.0%
TXG vs KMX
-54.8%
-9.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.6% |
| 7D | +5.0% | -3.4% | +8.4% | +6.9% |
| 30D | +13.5% | +4.0% | +9.5% | +10.8% |
| 3M | +128.0% | +24.8% | +103.2% | +98.2% |
| 6M | +224.4% | +43.6% | +180.8% | +154.3% |
| YTD | +307.0% | +56.6% | +250.4% | +201.0% |
| 1Y | +427.2% | +2.2% | +425.0% | +384.6% |
| 3Y | +40.2% | -25.4% | +65.6% | +53.6% |
| 5Y | -64.0% | -55.0% | -9.0% | -50.8% |
| All | -64.0% | -54.8% | -9.2% | -50.8% |
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