+3,227.5%
CVNA vs TMUS
+167.1%
+3,060.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.7% | +0.1% |
| 7D | -4.8% | +8.2% | -12.9% | -9.1% |
| 30D | +24.1% | +13.4% | +10.8% | +14.7% |
| 3M | +2.6% | -3.0% | +5.6% | +2.3% |
| 6M | -3.1% | -8.8% | +5.7% | -1.4% |
| YTD | -12.5% | -13.8% | +1.4% | -10.4% |
| 1Y | +13.0% | -17.1% | +30.1% | +18.4% |
| 3Y | +1,165.3% | +22.7% | +1,142.7% | +781.4% |
| 5Y | +29.0% | +52.8% | -23.8% | -23.8% |
| All | +3,227.5% | +167.1% | +3,060.4% | +1,296.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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