+3,265.8%
CVNA vs TTMI
+660.9%
+2,604.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -1.4% |
| 7D | +3.5% | +12.2% | -8.6% | -2.7% |
| 30D | +5.5% | -5.7% | +11.2% | +6.9% |
| 3M | +7.6% | -27.5% | +35.1% | +19.3% |
| 6M | +17.6% | +47.1% | -29.5% | -19.3% |
| YTD | -11.5% | +87.5% | -98.9% | -51.2% |
| 1Y | +0.4% | +175.2% | -174.8% | -59.1% |
| 3Y | +695.6% | +901.9% | -206.4% | +29.5% |
| 5Y | +13.6% | +843.5% | -829.9% | -81.5% |
| All | +3,265.8% | +660.9% | +2,604.9% | +413.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling