+3,015.3%
CVNA vs TTMI
+643.8%
+2,371.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.4% | -4.9% | -3.3% |
| 7D | -7.3% | +0.7% | -7.9% | -7.7% |
| 30D | -4.6% | -8.4% | +3.9% | -1.5% |
| 3M | +2.0% | -32.5% | +34.4% | +17.8% |
| 6M | +11.7% | +32.5% | -20.7% | -18.3% |
| YTD | -18.1% | +83.2% | -101.3% | -54.3% |
| 1Y | -2.4% | +161.7% | -164.1% | -59.0% |
| 3Y | +580.6% | +890.1% | -309.6% | +11.3% |
| 5Y | +4.9% | +832.4% | -827.6% | -82.8% |
| All | +3,015.3% | +643.8% | +2,371.6% | +380.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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