-41.6%
CHWY vs TDY
+136.7%
-178.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.3% | -3.5% |
| 7D | -13.6% | -1.1% | -12.5% | -13.2% |
| 30D | -8.5% | -12.0% | +3.5% | -4.4% |
| 3M | +8.9% | -3.2% | +12.1% | +9.8% |
| 6M | -20.5% | -7.9% | -12.6% | -18.7% |
| YTD | -38.2% | +18.2% | -56.4% | -42.7% |
| 1Y | -43.3% | +6.7% | -49.9% | -45.4% |
| 3Y | -8.5% | +47.5% | -56.1% | -22.7% |
| 5Y | -72.7% | +39.5% | -112.2% | -76.6% |
| All | -41.6% | +136.7% | -178.3% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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