-72.2%
CHWY vs TD
+125.7%
-197.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.5% |
| 7D | -13.6% | -0.5% | -13.1% | -13.2% |
| 30D | -8.5% | -1.9% | -6.6% | -7.6% |
| 3M | +8.9% | +4.8% | +4.1% | +4.7% |
| 6M | -20.5% | +28.0% | -48.5% | -33.8% |
| YTD | -38.2% | +30.3% | -68.4% | -49.3% |
| 1Y | -43.3% | +59.8% | -103.0% | -60.2% |
| 3Y | -8.5% | +124.7% | -133.2% | -51.5% |
| All | -72.2% | +125.7% | -197.9% | -84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 5y: compounded portfolio wealth divided by compounded TD 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…
5y analysis · Full analysis span regression · 6 months rolling