+1,714.4%
CVNA vs TSLQ
-97.3%
+1,811.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.7% |
| 7D | -1.0% | -8.0% | +7.0% | -3.3% |
| 30D | -1.0% | -23.8% | +22.8% | -8.0% |
| 3M | +5.5% | -7.0% | +12.5% | +8.3% |
| 6M | +11.8% | -17.1% | +28.9% | +14.3% |
| YTD | -13.0% | +0.1% | -13.1% | -4.0% |
| 1Y | -2.1% | -51.2% | +49.1% | -10.0% |
| 3Y | +681.6% | -95.9% | +777.5% | +345.3% |
| All | +1,714.4% | -97.3% | +1,811.6% | +1,337.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling