+3,159.9%
CVNA vs TT
+595.3%
+2,564.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +3.6% |
| 7D | -1.6% | +4.0% | -5.7% | -5.5% |
| 30D | +24.9% | -11.3% | +36.2% | +38.5% |
| 3M | -1.8% | -12.3% | +10.5% | +9.8% |
| 6M | +3.5% | -10.8% | +14.4% | +12.7% |
| YTD | -14.3% | +8.2% | -22.4% | -25.8% |
| 1Y | +13.6% | +1.5% | +12.1% | +5.0% |
| 3Y | +1,163.4% | +91.5% | +1,072.0% | +470.2% |
| 5Y | +22.9% | +130.2% | -107.3% | -54.9% |
| All | +3,159.9% | +595.3% | +2,564.6% | +319.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling