+6.6%
CVNA vs TSN
-18.6%
+25.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.7% | -4.7% |
| 7D | -4.3% | +1.4% | -5.6% | -4.8% |
| 30D | -2.4% | -6.2% | +3.8% | -0.4% |
| 3M | +4.5% | -5.7% | +10.2% | +6.2% |
| 6M | +10.2% | -11.4% | +21.6% | +13.7% |
| YTD | -16.7% | -8.2% | -8.6% | -15.2% |
| 1Y | -3.8% | -2.0% | -1.7% | -4.8% |
| 3Y | +648.3% | +11.9% | +636.4% | +562.8% |
| 5Y | +6.6% | -17.8% | +24.3% | +43.8% |
| All | +6.6% | -18.6% | +25.2% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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