-8.5%
CHWY vs TSN
+13.0%
-21.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.2% |
| 7D | -13.6% | +3.0% | -16.6% | -14.0% |
| 30D | -8.5% | -4.2% | -4.4% | -8.0% |
| 3M | +8.9% | -3.9% | +12.8% | +9.7% |
| 6M | -20.5% | -9.8% | -10.6% | -19.8% |
| YTD | -38.2% | -7.3% | -30.9% | -37.8% |
| 1Y | -43.3% | -2.2% | -41.0% | -43.3% |
| 3Y | -8.5% | +11.9% | -20.4% | -30.1% |
| All | -8.5% | +13.0% | -21.5% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling