-8.5%
CHWY vs TSLQ
-95.6%
+87.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -3.1% |
| 7D | -13.6% | -6.6% | -7.0% | -14.2% |
| 30D | -8.5% | -24.3% | +15.8% | -10.6% |
| 3M | +8.9% | -3.6% | +12.5% | +10.3% |
| 6M | -20.5% | -12.0% | -8.5% | -19.4% |
| YTD | -38.2% | +1.4% | -39.5% | -36.2% |
| 1Y | -43.3% | -43.6% | +0.3% | -44.4% |
| 3Y | -8.5% | -95.4% | +86.9% | -4.0% |
| All | -8.5% | -95.6% | +87.0% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 3y: compounded portfolio wealth divided by compounded TSLQ 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…
3y analysis · Full analysis span regression · 6 months rolling