-40.7%
CHWY vs TAP
-14.0%
-26.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.9% | -9.9% | -10.7% |
| 7D | -14.1% | -5.1% | -9.1% | -13.6% |
| 30D | -8.1% | -8.4% | +0.3% | -7.1% |
| 3M | +1.7% | -3.9% | +5.6% | +2.3% |
| 6M | -20.7% | -14.4% | -6.3% | -19.3% |
| YTD | -37.2% | -14.7% | -22.5% | -36.3% |
| 1Y | -50.7% | -18.7% | -32.0% | -49.7% |
| 3Y | -9.7% | -32.6% | +22.9% | -6.4% |
| 5Y | -72.9% | -1.4% | -71.5% | -72.4% |
| All | -40.7% | -14.0% | -26.7% | -39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling