+3,259.9%
CVNA vs TTD
+278.7%
+2,981.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.4% | +6.0% | +3.8% |
| 7D | +0.7% | +6.3% | -5.6% | -2.6% |
| 30D | +7.4% | -23.9% | +31.2% | +19.9% |
| 3M | +12.7% | -31.4% | +44.1% | +31.7% |
| 6M | +17.9% | -42.7% | +60.6% | +46.5% |
| YTD | -11.6% | -62.0% | +50.4% | +35.3% |
| 1Y | +0.8% | -72.2% | +73.0% | +79.7% |
| 3Y | +633.4% | -81.9% | +715.4% | +1,269.5% |
| 5Y | +13.5% | -81.5% | +95.0% | +119.3% |
| All | +3,259.9% | +278.7% | +2,981.2% | +2,874.3% |
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