+13.6%
CVNA vs TFC
+15.7%
-2.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +0.9% | +1.2% |
| 7D | -1.6% | +2.3% | -3.9% | -3.2% |
| 30D | +24.9% | +10.8% | +14.1% | +16.9% |
| 3M | -1.8% | -3.8% | +2.0% | +0.7% |
| 6M | +3.5% | +9.6% | -6.0% | -6.9% |
| YTD | -14.3% | +5.8% | -20.0% | -19.1% |
| 1Y | +13.6% | +16.2% | -2.6% | +3.4% |
| All | +13.6% | +15.7% | -2.1% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling