+1,007.0%
CVNA vs TMF
-25.3%
+1,032.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.2% | +2.1% |
| 7D | +7.7% | +1.2% | +6.5% | +7.4% |
| 30D | +17.2% | +19.7% | -2.5% | +10.7% |
| 3M | +7.7% | -2.1% | +9.8% | +8.3% |
| 6M | -5.5% | -13.4% | +7.9% | -1.5% |
| YTD | -12.8% | -16.7% | +3.9% | -8.1% |
| 1Y | +26.8% | -23.3% | +50.1% | +36.4% |
| 3Y | +1,007.0% | -24.8% | +1,031.8% | +920.4% |
| All | +1,007.0% | -25.3% | +1,032.3% | +920.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling