+3,159.9%
CVNA vs TFC
+71.8%
+3,088.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +0.9% | +1.2% |
| 7D | -1.6% | +2.3% | -3.9% | -3.3% |
| 30D | +24.9% | +10.8% | +14.1% | +15.8% |
| 3M | -1.8% | -3.8% | +2.0% | +1.1% |
| 6M | +3.5% | +9.6% | -6.0% | -4.5% |
| YTD | -14.3% | +5.8% | -20.0% | -18.3% |
| 1Y | +13.6% | +16.2% | -2.6% | +0.5% |
| 3Y | +1,163.4% | +96.0% | +1,067.5% | +673.7% |
| 5Y | +22.9% | +1.7% | +21.2% | +19.2% |
| All | +3,159.9% | +71.8% | +3,088.1% | +2,435.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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