+3,091.0%
CVNA vs TMF
-82.1%
+3,173.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.4% | +0.3% | -3.4% |
| 7D | -1.7% | -8.2% | +6.4% | -0.4% |
| 30D | +17.3% | +5.3% | +12.0% | +16.4% |
| 3M | -2.3% | -8.5% | +6.2% | -0.8% |
| 6M | -3.9% | -17.2% | +13.3% | -1.0% |
| YTD | -16.1% | -23.4% | +7.3% | -12.6% |
| 1Y | +7.9% | -30.2% | +38.2% | +13.8% |
| 3Y | +1,113.4% | -32.9% | +1,146.4% | +1,167.3% |
| 5Y | +20.3% | -88.5% | +108.8% | +15.6% |
| All | +3,091.0% | -82.1% | +3,173.1% | +3,281.6% |
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