+29.0%
CVNA vs TTD
-82.3%
+111.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.6% | -2.5% | -1.2% |
| 7D | -4.8% | +20.8% | -25.5% | -16.8% |
| 30D | +24.1% | +33.8% | -9.7% | +1.0% |
| 3M | +2.6% | +17.8% | -15.2% | -10.1% |
| 6M | -3.1% | -25.7% | +22.6% | +9.7% |
| YTD | -12.5% | -57.9% | +45.4% | +41.1% |
| 1Y | +13.0% | -63.8% | +76.8% | +102.2% |
| 3Y | +1,165.3% | -75.0% | +1,240.4% | +1,817.8% |
| 5Y | +29.0% | -82.5% | +111.6% | +150.4% |
| All | +29.0% | -82.3% | +111.3% | +150.4% |
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