+3,015.3%
CVNA vs TTD
+276.4%
+2,738.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -3.0% |
| 7D | -7.3% | -0.6% | -6.7% | -7.1% |
| 30D | -4.6% | +6.3% | -10.9% | -8.0% |
| 3M | +2.0% | -24.1% | +26.1% | +13.3% |
| 6M | +11.7% | -47.4% | +59.2% | +46.4% |
| YTD | -18.1% | -62.2% | +44.2% | +25.7% |
| 1Y | -2.4% | -68.3% | +65.9% | +62.8% |
| 3Y | +580.6% | -83.4% | +664.0% | +1,231.8% |
| 5Y | +4.9% | -80.3% | +85.2% | +97.7% |
| All | +3,015.3% | +276.4% | +2,738.9% | +2,664.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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