+66.2%
TSM vs CVNA
-6.7%
+72.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -0.9% |
| 7D | +2.6% | -4.3% | +6.9% | +3.5% |
| 30D | +1.4% | -2.4% | +3.8% | +1.7% |
| 3M | +5.0% | +4.5% | +0.5% | +3.0% |
| 6M | +24.0% | +10.2% | +13.7% | +19.7% |
| YTD | +41.6% | -16.7% | +58.3% | +40.9% |
| 1Y | +66.2% | -3.8% | +69.9% | +58.1% |
| All | +66.2% | -6.7% | +72.9% | +58.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling