+695.6%
CVNA vs TFC
+98.6%
+597.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +2.3% |
| 7D | +3.5% | +2.2% | +1.3% | +1.1% |
| 30D | +5.5% | -2.5% | +7.9% | +7.7% |
| 3M | +7.6% | +4.5% | +3.0% | +0.9% |
| 6M | +17.6% | +11.0% | +6.6% | +3.0% |
| YTD | -11.5% | +5.9% | -17.4% | -18.2% |
| 1Y | +0.4% | +14.6% | -14.2% | -15.3% |
| 3Y | +695.6% | +96.7% | +598.9% | +247.7% |
| All | +695.6% | +98.6% | +597.0% | +247.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling