+1,136.7%
CVNA vs TFC
+95.2%
+1,041.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.4% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | +17.3% | +8.6% | +8.7% | +8.6% |
| 3M | -2.3% | -4.3% | +2.1% | +2.0% |
| 6M | -3.9% | +5.4% | -9.3% | -10.7% |
| YTD | -16.1% | +4.5% | -20.6% | -21.2% |
| 1Y | +7.9% | +14.0% | -6.1% | -7.9% |
| All | +1,136.7% | +95.2% | +1,041.6% | +321.3% |
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