-42.5%
CHWY vs TSN
-5.8%
-36.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | +1.7% | -6.3% | +8.0% | +2.7% |
| 30D | -1.5% | -10.8% | +9.3% | +0.1% |
| 3M | +13.6% | -8.8% | +22.4% | +15.2% |
| 6M | -7.3% | -16.8% | +9.6% | -6.5% |
| YTD | -28.4% | -10.0% | -18.4% | -27.7% |
| 1Y | -42.5% | -5.3% | -37.3% | -40.7% |
| All | -42.5% | -5.8% | -36.7% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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