+3,259.9%
CVNA vs TMF
-80.3%
+3,340.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | +0.7% | -1.4% | +2.2% | +1.0% |
| 30D | +7.4% | -2.8% | +10.2% | +7.8% |
| 3M | +12.7% | -10.9% | +23.6% | +14.6% |
| 6M | +17.9% | -21.3% | +39.2% | +22.2% |
| YTD | -11.6% | -15.9% | +4.3% | -9.3% |
| 1Y | +0.8% | -15.7% | +16.5% | +3.2% |
| 3Y | +633.4% | -43.4% | +676.8% | +672.2% |
| 5Y | +13.5% | -87.8% | +101.2% | +7.3% |
| All | +3,259.9% | -80.3% | +3,340.2% | +3,407.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling