-41.6%
CHWY vs TAP
-12.9%
-28.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.2% |
| 7D | -13.6% | -3.9% | -9.7% | -13.2% |
| 30D | -8.5% | -5.3% | -3.3% | -7.9% |
| 3M | +8.9% | -3.8% | +12.7% | +9.4% |
| 6M | -20.5% | -11.4% | -9.1% | -19.4% |
| YTD | -38.2% | -13.7% | -24.4% | -37.3% |
| 1Y | -43.3% | -17.2% | -26.1% | -42.3% |
| 3Y | -8.5% | -33.1% | +24.5% | -5.2% |
| 5Y | -72.7% | +0.8% | -73.5% | -72.3% |
| All | -41.6% | -12.9% | -28.6% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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