+25.2%
CVNA vs TSCO
-28.6%
+53.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.2% | +4.6% | +7.1% |
| 7D | +31.3% | +15.7% | +15.6% | +24.8% |
| 30D | +21.7% | +16.4% | +5.3% | +15.5% |
| 3M | +14.0% | +11.2% | +2.8% | +9.9% |
| 6M | +3.0% | +14.9% | -11.9% | -1.9% |
| YTD | -8.1% | -25.4% | +17.3% | -12.0% |
| 1Y | +25.2% | -29.4% | +54.6% | +20.3% |
| All | +25.2% | -28.6% | +53.8% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 1y: compounded portfolio wealth divided by compounded TSCO 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…
1y analysis · Full analysis span regression · 6 months rolling