+1,531.4%
TSM vs CVNA
+2,662.6%
-1,131.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.7% |
| 7D | +2.7% | +0.7% | +2.0% | +2.6% |
| 30D | +3.6% | +7.4% | -3.8% | +2.6% |
| 3M | -3.4% | +12.7% | -16.1% | -5.1% |
| 6M | +20.6% | +17.9% | +2.7% | +17.7% |
| YTD | +41.9% | -11.6% | +53.5% | +42.2% |
| 1Y | +84.4% | +0.8% | +83.6% | +81.3% |
| 3Y | +380.2% | +633.4% | -253.2% | +269.8% |
| 5Y | +275.3% | +13.5% | +261.9% | +202.7% |
| All | +1,531.4% | +2,662.6% | -1,131.2% | +833.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling