-41.6%
CHWY vs TKO
+177.2%
-218.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.1% |
| 7D | -13.6% | +2.3% | -15.9% | -14.2% |
| 30D | -8.5% | -2.5% | -6.1% | -7.8% |
| 3M | +8.9% | -10.6% | +19.5% | +12.4% |
| 6M | -20.5% | -5.1% | -15.4% | -19.8% |
| YTD | -38.2% | -8.2% | -29.9% | -37.1% |
| 1Y | -43.3% | -4.4% | -38.8% | -43.2% |
| 3Y | -8.5% | +100.4% | -108.9% | -30.0% |
| 5Y | -72.7% | +294.3% | -367.0% | -83.3% |
| All | -41.6% | +177.2% | -218.8% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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