+3,015.3%
CVNA vs TDY
+346.2%
+2,669.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -2.8% |
| 7D | -7.3% | -1.1% | -6.2% | -6.3% |
| 30D | -4.6% | -12.0% | +7.5% | +7.9% |
| 3M | +2.0% | -3.2% | +5.2% | +4.4% |
| 6M | +11.7% | -7.9% | +19.6% | +19.8% |
| YTD | -18.1% | +18.2% | -36.3% | -33.2% |
| 1Y | -2.4% | +6.7% | -9.0% | -12.2% |
| 3Y | +580.6% | +47.5% | +533.0% | +340.2% |
| 5Y | +4.9% | +39.5% | -34.6% | -22.5% |
| All | +3,015.3% | +346.2% | +2,669.1% | +1,279.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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