+285.0%
TSM vs CVNA
+12.1%
+272.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +0.9% | -0.7% |
| 7D | +4.8% | -1.0% | +5.8% | +4.9% |
| 30D | +4.0% | -1.0% | +5.0% | +4.0% |
| 3M | +2.0% | +5.5% | -3.5% | +1.0% |
| 6M | +25.5% | +11.8% | +13.7% | +23.4% |
| YTD | +44.0% | -13.0% | +57.0% | +44.4% |
| 1Y | +75.4% | -2.1% | +77.5% | +73.3% |
| 3Y | +406.7% | +681.6% | -274.9% | +307.9% |
| 5Y | +285.0% | +11.6% | +273.4% | +261.6% |
| All | +285.0% | +12.1% | +272.9% | +261.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling