-43.3%
CHWY vs TMF
-26.8%
-16.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.1% | -3.0% |
| 7D | -13.6% | -5.1% | -8.5% | -12.1% |
| 30D | -8.5% | -4.6% | -4.0% | -7.2% |
| 3M | +8.9% | -16.6% | +25.5% | +14.1% |
| 6M | -20.5% | -19.9% | -0.6% | -16.7% |
| YTD | -38.2% | -20.2% | -18.0% | -35.0% |
| 1Y | -43.3% | -27.7% | -15.5% | -39.1% |
| All | -43.3% | -26.8% | -16.4% | -39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling