+6.1%
CVNA vs TCOM
+29.4%
-23.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.9% |
| 7D | -7.3% | -4.9% | -2.4% | -5.3% |
| 30D | -4.6% | -14.4% | +9.8% | +2.0% |
| 3M | +2.0% | -17.7% | +19.6% | +10.1% |
| 6M | +11.7% | -25.1% | +36.8% | +25.4% |
| YTD | -18.1% | -45.7% | +27.7% | +4.3% |
| 1Y | -2.4% | -47.9% | +45.5% | +26.6% |
| 3Y | +580.6% | +8.9% | +571.6% | +466.3% |
| All | +6.1% | +29.4% | -23.4% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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