+3,065.8%
CVNA vs TMO
+271.6%
+2,794.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.8% | -3.9% |
| 7D | -4.3% | -2.5% | -1.8% | -2.0% |
| 30D | -2.4% | -0.3% | -2.1% | -2.2% |
| 3M | +4.5% | +25.3% | -20.8% | -17.2% |
| 6M | +10.2% | +20.9% | -10.6% | -10.4% |
| YTD | -16.7% | +4.3% | -21.0% | -21.3% |
| 1Y | -3.8% | +27.0% | -30.8% | -27.0% |
| 3Y | +648.3% | +17.5% | +630.8% | +484.0% |
| 5Y | +6.6% | +6.9% | -0.4% | -0.4% |
| All | +3,065.8% | +271.6% | +2,794.2% | +1,106.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling