-33.5%
CHWY vs TMF
-84.7%
+51.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | -1.9% | +1.0% | -2.9% | -2.0% |
| 30D | -1.1% | -1.8% | +0.7% | -0.9% |
| 3M | +15.5% | -8.2% | +23.7% | +16.3% |
| 6M | -8.5% | -19.5% | +11.0% | -6.8% |
| YTD | -29.6% | -16.0% | -13.6% | -28.6% |
| 1Y | -44.1% | -22.5% | -21.6% | -43.0% |
| 3Y | +1.2% | -42.3% | +43.5% | +4.3% |
| 5Y | -69.4% | -87.7% | +18.3% | -67.6% |
| All | -33.5% | -84.7% | +51.2% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TMF 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling