+3,015.3%
CVNA vs TSEM
+860.6%
+2,154.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.3% |
| 7D | -7.3% | -4.9% | -2.4% | -5.3% |
| 30D | -4.6% | -18.7% | +14.2% | +3.5% |
| 3M | +2.0% | -18.1% | +20.1% | +5.3% |
| 6M | +11.7% | +77.1% | -65.4% | -27.8% |
| YTD | -18.1% | +80.1% | -98.2% | -49.3% |
| 1Y | -2.4% | +220.4% | -222.8% | -56.5% |
| 3Y | +580.6% | +650.1% | -69.5% | +78.8% |
| 5Y | +4.9% | +628.9% | -624.0% | -73.2% |
| All | +3,015.3% | +860.6% | +2,154.7% | +518.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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