+3,259.9%
CVNA vs TFC
+75.8%
+3,184.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | +0.7% | +2.4% | -1.7% | -1.1% |
| 30D | +7.4% | -1.3% | +8.7% | +8.1% |
| 3M | +12.7% | +6.1% | +6.6% | +6.6% |
| 6M | +17.9% | +7.3% | +10.6% | +10.5% |
| YTD | -11.6% | +8.2% | -19.8% | -17.5% |
| 1Y | +0.8% | +14.4% | -13.7% | -10.1% |
| 3Y | +633.4% | +93.7% | +539.7% | +353.1% |
| 5Y | +13.5% | +16.4% | -2.9% | +2.0% |
| All | +3,259.9% | +75.8% | +3,184.2% | +2,462.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling