+3,206.8%
CVNA vs TT
+638.8%
+2,567.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.3% |
| 7D | -1.0% | +1.4% | -2.4% | -2.4% |
| 30D | -1.0% | -6.7% | +5.6% | +6.0% |
| 3M | +5.5% | -5.4% | +10.9% | +10.8% |
| 6M | +11.8% | +4.4% | +7.4% | +5.0% |
| YTD | -13.0% | +14.9% | -28.0% | -27.7% |
| 1Y | -2.1% | +9.3% | -11.4% | -15.4% |
| 3Y | +681.6% | +121.7% | +559.9% | +200.9% |
| 5Y | +11.6% | +148.2% | -136.5% | -61.3% |
| All | +3,206.8% | +638.8% | +2,567.9% | +308.3% |
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