+1,547.8%
TSM vs CVNA
+2,461.5%
-913.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.4% |
| 7D | +1.0% | -7.3% | +8.3% | +1.8% |
| 30D | +1.0% | -4.6% | +5.5% | +1.3% |
| 3M | +2.9% | +2.0% | +0.9% | +2.2% |
| 6M | +22.8% | +11.7% | +11.1% | +20.6% |
| YTD | +43.3% | -18.1% | +61.4% | +44.8% |
| 1Y | +69.2% | -2.4% | +71.6% | +67.0% |
| 3Y | +404.5% | +580.6% | -176.1% | +291.9% |
| 5Y | +282.2% | +4.9% | +277.3% | +210.9% |
| All | +1,547.8% | +2,461.5% | -913.6% | +850.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 CVNA 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