+3,015.3%
CVNA vs TDG
+565.7%
+2,449.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -2.5% |
| 7D | -7.3% | -1.9% | -5.4% | -6.0% |
| 30D | -4.6% | -7.7% | +3.1% | +1.1% |
| 3M | +2.0% | -9.3% | +11.3% | +9.0% |
| 6M | +11.7% | -9.4% | +21.1% | +19.0% |
| YTD | -18.1% | -14.3% | -3.8% | -9.9% |
| 1Y | -2.4% | -11.8% | +9.4% | +4.2% |
| 3Y | +580.6% | +52.0% | +528.6% | +374.4% |
| 5Y | +4.9% | +128.8% | -124.0% | -41.9% |
| All | +3,015.3% | +565.7% | +2,449.6% | +715.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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