-32.4%
CHWY vs TMF
-84.7%
+52.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.6% | -1.3% |
| 7D | +1.7% | -1.4% | +3.2% | +1.9% |
| 30D | -1.5% | -2.8% | +1.3% | -1.3% |
| 3M | +13.6% | -10.9% | +24.5% | +14.8% |
| 6M | -7.3% | -21.3% | +14.1% | -5.3% |
| YTD | -28.4% | -15.9% | -12.5% | -27.4% |
| 1Y | -42.5% | -15.7% | -26.8% | -41.8% |
| 3Y | -4.1% | -43.4% | +39.3% | -1.0% |
| 5Y | -69.2% | -87.8% | +18.6% | -67.4% |
| All | -32.4% | -84.7% | +52.3% | -29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling