+24.4%
TXG vs KMX
-29.1%
+53.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.3% | +9.0% | +6.7% |
| 7D | +9.4% | -0.7% | +10.1% | +9.6% |
| 30D | +26.1% | +4.1% | +22.0% | +23.7% |
| 3M | +124.8% | +27.5% | +97.3% | +99.6% |
| 6M | +215.2% | +43.6% | +171.7% | +161.4% |
| YTD | +302.2% | +56.8% | +245.5% | +219.4% |
| 1Y | +370.9% | -1.3% | +372.2% | +349.1% |
| 3Y | +38.5% | -25.4% | +63.9% | +48.7% |
| 5Y | -64.4% | -53.9% | -10.5% | -57.4% |
| All | +24.4% | -29.1% | +53.5% | +22.4% |
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