+1,609.3%
CVNA vs TSLQ
-97.2%
+1,706.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.9% |
| 7D | -7.3% | -6.6% | -0.7% | -9.1% |
| 30D | -4.6% | -24.3% | +19.7% | -11.5% |
| 3M | +2.0% | -3.6% | +5.6% | +5.6% |
| 6M | +11.7% | -12.0% | +23.7% | +16.5% |
| YTD | -18.1% | +1.4% | -19.4% | -9.1% |
| 1Y | -2.4% | -43.6% | +41.2% | -5.8% |
| 3Y | +580.6% | -95.4% | +676.0% | +333.2% |
| All | +1,609.3% | -97.2% | +1,706.6% | +1,259.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 5y: compounded portfolio wealth divided by compounded TSLQ 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…
5y analysis · Full analysis span regression · 6 months rolling