+3,227.5%
CVNA vs TT
+606.7%
+2,620.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.2% |
| 7D | -4.8% | +3.5% | -8.3% | -7.9% |
| 30D | +24.1% | -11.0% | +35.2% | +37.4% |
| 3M | +2.6% | -12.0% | +14.6% | +14.4% |
| 6M | -3.1% | -10.4% | +7.3% | +5.1% |
| YTD | -12.5% | +9.9% | -22.4% | -25.4% |
| 1Y | +13.0% | +1.5% | +11.5% | +4.7% |
| 3Y | +1,165.3% | +93.7% | +1,071.6% | +465.0% |
| 5Y | +29.0% | +139.2% | -110.2% | -54.3% |
| All | +3,227.5% | +606.7% | +2,620.8% | +321.3% |
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