+11.6%
CVNA vs TTD
-80.8%
+92.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.1% |
| 7D | -1.0% | -4.6% | +3.6% | +1.7% |
| 30D | -1.0% | +3.7% | -4.7% | -3.8% |
| 3M | +5.5% | -30.2% | +35.7% | +26.3% |
| 6M | +11.8% | -51.4% | +63.2% | +64.0% |
| YTD | -13.0% | -63.4% | +50.4% | +51.1% |
| 1Y | -2.1% | -73.5% | +71.4% | +107.8% |
| 3Y | +681.6% | -83.5% | +765.1% | +1,554.1% |
| 5Y | +11.6% | -80.9% | +92.6% | +119.2% |
| All | +11.6% | -80.8% | +92.4% | +119.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling