+3,335.1%
CVNA vs TMF
-80.5%
+3,415.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.6% |
| 7D | +5.9% | +0.6% | +5.3% | +5.8% |
| 30D | +19.7% | +16.3% | +3.3% | +16.9% |
| 3M | +7.6% | -2.7% | +10.3% | +8.1% |
| 6M | -2.2% | -13.2% | +11.0% | -0.1% |
| YTD | -9.6% | -16.7% | +7.0% | -7.2% |
| 1Y | +25.4% | -22.7% | +48.2% | +30.2% |
| 3Y | +1,152.6% | -26.1% | +1,178.7% | +1,188.7% |
| 5Y | +28.9% | -88.4% | +117.3% | +21.2% |
| All | +3,335.1% | -80.5% | +3,415.6% | +3,491.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling