+104.9%
TYL vs KMX
+0.4%
+104.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.3% | -0.2% | -3.6% |
| 7D | -7.6% | -0.7% | -6.9% | -7.5% |
| 30D | +11.3% | +4.1% | +7.2% | +10.3% |
| 3M | +14.5% | +27.5% | -13.0% | +8.1% |
| 6M | -7.1% | +43.6% | -50.7% | -15.3% |
| YTD | -23.4% | +56.8% | -80.1% | -31.4% |
| 1Y | -38.6% | -1.3% | -37.2% | -40.1% |
| 3Y | -11.3% | -25.4% | +14.1% | -10.3% |
| 5Y | -28.0% | -53.9% | +25.9% | -22.1% |
| 10Y | +104.9% | +0.7% | +104.2% | +89.2% |
| All | +104.9% | +0.4% | +104.4% | +89.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling