+11.6%
CVNA vs TFC
+14.8%
-3.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -0.9% |
| 7D | -1.0% | -1.3% | +0.3% | +0.4% |
| 30D | -1.0% | -2.3% | +1.3% | +1.2% |
| 3M | +5.5% | +2.5% | +3.0% | +0.7% |
| 6M | +11.8% | +9.5% | +2.3% | -1.6% |
| YTD | -13.0% | +5.1% | -18.1% | -19.6% |
| 1Y | -2.1% | +15.5% | -17.6% | -19.5% |
| 3Y | +681.6% | +95.2% | +586.5% | +235.7% |
| 5Y | +11.6% | +14.5% | -2.8% | +1.3% |
| All | +11.6% | +14.8% | -3.1% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling