+3,015.3%
CVNA vs TMO
+275.7%
+2,739.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.6% |
| 7D | -7.3% | -0.6% | -6.6% | -6.8% |
| 30D | -4.6% | +1.1% | -5.7% | -5.7% |
| 3M | +2.0% | +28.3% | -26.4% | -21.1% |
| 6M | +11.7% | +23.3% | -11.5% | -10.9% |
| YTD | -18.1% | +5.5% | -23.5% | -23.4% |
| 1Y | -2.4% | +24.5% | -26.9% | -24.2% |
| 3Y | +580.6% | +19.6% | +561.0% | +421.9% |
| 5Y | +4.9% | +8.1% | -3.2% | -3.1% |
| All | +3,015.3% | +275.7% | +2,739.6% | +1,074.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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