-41.6%
CHWY vs TMF
-85.5%
+43.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.1% | -3.0% |
| 7D | -13.6% | -5.1% | -8.5% | -13.2% |
| 30D | -8.5% | -4.6% | -4.0% | -8.1% |
| 3M | +8.9% | -16.6% | +25.5% | +10.7% |
| 6M | -20.5% | -19.9% | -0.6% | -18.9% |
| YTD | -38.2% | -20.2% | -18.0% | -37.0% |
| 1Y | -43.3% | -27.7% | -15.5% | -41.7% |
| 3Y | -8.5% | -43.9% | +35.4% | -5.4% |
| 5Y | -72.7% | -88.4% | +15.7% | -71.0% |
| All | -41.6% | -85.5% | +43.9% | -39.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling