+3,091.0%
CVNA vs TTD
+306.0%
+2,785.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -2.5% |
| 7D | -1.7% | +20.8% | -22.5% | -11.4% |
| 30D | +17.3% | +27.1% | -9.8% | +3.0% |
| 3M | -2.3% | +14.7% | -16.9% | -10.1% |
| 6M | -3.9% | -26.8% | +22.9% | +7.0% |
| YTD | -16.1% | -59.2% | +43.2% | +22.8% |
| 1Y | +7.9% | -64.7% | +72.6% | +69.4% |
| 3Y | +1,113.4% | -75.8% | +1,189.3% | +1,822.1% |
| 5Y | +20.3% | -84.6% | +104.9% | +151.6% |
| All | +3,091.0% | +306.0% | +2,785.0% | +2,598.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling