-71.9%
CHWY vs TMF
-88.5%
+16.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +5.0% | +2.2% |
| 7D | -12.0% | -4.8% | -7.2% | -11.3% |
| 30D | -6.2% | -4.9% | -1.3% | -5.4% |
| 3M | +5.5% | -13.4% | +18.9% | +7.9% |
| 6M | -17.8% | -23.0% | +5.3% | -14.4% |
| YTD | -36.2% | -20.2% | -16.0% | -34.0% |
| 1Y | -40.0% | -26.5% | -13.5% | -37.2% |
| 3Y | -8.3% | -45.2% | +36.9% | -2.2% |
| 5Y | -71.9% | -88.4% | +16.5% | -63.0% |
| All | -71.9% | -88.5% | +16.6% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling