-42.4%
CHWY vs TLN
+574.4%
-616.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.1% |
| 7D | -13.6% | -1.3% | -12.3% | -13.5% |
| 30D | -8.5% | -14.3% | +5.8% | -7.2% |
| 3M | +8.9% | -9.3% | +18.2% | +8.8% |
| 6M | -20.5% | -1.1% | -19.4% | -21.7% |
| YTD | -38.2% | -16.6% | -21.6% | -38.1% |
| 1Y | -43.3% | -22.0% | -21.3% | -43.0% |
| 3Y | -8.5% | +470.2% | -478.7% | -32.2% |
| All | -42.4% | +574.4% | -616.8% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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