-41.6%
CHWY vs TLN
+589.3%
-630.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.9% | -9.0% | -10.6% |
| 7D | -14.1% | +5.8% | -20.0% | -14.6% |
| 30D | -8.1% | -6.9% | -1.3% | -7.6% |
| 3M | +1.7% | -10.9% | +12.6% | +2.0% |
| 6M | -20.7% | -4.6% | -16.0% | -21.5% |
| YTD | -37.2% | -14.7% | -22.5% | -37.3% |
| 1Y | -50.7% | -17.9% | -32.8% | -50.8% |
| 3Y | -9.7% | +483.9% | -493.6% | -33.3% |
| All | -41.6% | +589.3% | -630.9% | -58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling