+337.3%
TXN vs CVNA
+2,461.5%
-2,124.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.6% | +5.4% | +4.0% |
| 7D | +4.0% | -7.3% | +11.2% | +4.7% |
| 30D | -2.9% | -4.6% | +1.7% | -2.5% |
| 3M | -9.1% | +2.0% | -11.1% | -9.6% |
| 6M | +36.6% | +11.7% | +24.9% | +34.3% |
| YTD | +57.5% | -18.1% | +75.5% | +58.5% |
| 1Y | +49.5% | -2.4% | +51.9% | +47.1% |
| 3Y | +76.5% | +580.6% | -504.0% | +37.4% |
| 5Y | +62.4% | +4.9% | +57.5% | +35.1% |
| All | +337.3% | +2,461.5% | -2,124.2% | +143.9% |
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