+3,259.9%
CVNA vs TT
+645.0%
+2,614.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.7% | +0.7% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | +7.4% | -7.2% | +14.5% | +15.6% |
| 3M | +12.7% | -3.0% | +15.7% | +15.3% |
| 6M | +17.9% | +1.4% | +16.6% | +14.1% |
| YTD | -11.6% | +15.9% | -27.5% | -27.2% |
| 1Y | +0.8% | +9.4% | -8.7% | -13.0% |
| 3Y | +633.4% | +124.4% | +509.1% | +178.5% |
| 5Y | +13.5% | +138.0% | -124.5% | -59.2% |
| All | +3,259.9% | +645.0% | +2,614.9% | +311.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded TT 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling