-51.2%
CHWY vs TSLQ
-97.2%
+46.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -3.2% |
| 7D | -13.6% | -6.6% | -7.0% | -14.4% |
| 30D | -8.5% | -24.3% | +15.8% | -11.3% |
| 3M | +8.9% | -3.6% | +12.5% | +10.8% |
| 6M | -20.5% | -12.0% | -8.5% | -19.1% |
| YTD | -38.2% | +1.4% | -39.5% | -35.4% |
| 1Y | -43.3% | -43.6% | +0.3% | -44.9% |
| 3Y | -8.5% | -95.4% | +86.9% | -23.4% |
| All | -51.2% | -97.2% | +46.1% | -59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling