-20.7%
CHWY vs TAP
-14.8%
-5.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.9% | -9.9% | -10.5% |
| 7D | -14.1% | -5.1% | -9.1% | -12.4% |
| 30D | -8.1% | -8.4% | +0.3% | -5.2% |
| 3M | +1.7% | -3.9% | +5.6% | +3.0% |
| 6M | -20.7% | -14.4% | -6.3% | -16.5% |
| All | -20.7% | -14.8% | -5.8% | -16.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling