+3,265.8%
CVNA vs TMF
-80.3%
+3,346.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +3.5% | +1.0% | +2.5% | +3.4% |
| 30D | +5.5% | -1.8% | +7.3% | +5.8% |
| 3M | +7.6% | -8.2% | +15.8% | +9.0% |
| 6M | +17.6% | -19.5% | +37.1% | +21.5% |
| YTD | -11.5% | -16.0% | +4.5% | -9.1% |
| 1Y | +0.4% | -22.5% | +22.9% | +4.0% |
| 3Y | +695.6% | -42.3% | +737.8% | +736.3% |
| 5Y | +13.6% | -87.7% | +101.3% | +7.5% |
| All | +3,265.8% | -80.3% | +3,346.1% | +3,414.4% |
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