-8.5%
CHWY vs TCOM
+8.0%
-16.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.9% | -3.2% |
| 7D | -13.6% | -4.9% | -8.7% | -12.8% |
| 30D | -8.5% | -14.4% | +5.8% | -5.9% |
| 3M | +8.9% | -17.7% | +26.6% | +12.6% |
| 6M | -20.5% | -25.1% | +4.6% | -16.5% |
| YTD | -38.2% | -45.7% | +7.6% | -32.0% |
| 1Y | -43.3% | -47.9% | +4.6% | -37.3% |
| 3Y | -8.5% | +8.9% | -17.5% | -10.2% |
| All | -8.5% | +8.0% | -16.6% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 3y: compounded portfolio wealth divided by compounded TCOM 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…
3y analysis · Full analysis span regression · 6 months rolling