-72.2%
CHWY vs TSN
-17.2%
-55.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.2% |
| 7D | -13.6% | +3.0% | -16.6% | -14.1% |
| 30D | -8.5% | -4.2% | -4.4% | -7.8% |
| 3M | +8.9% | -3.9% | +12.8% | +9.8% |
| 6M | -20.5% | -9.8% | -10.6% | -19.3% |
| YTD | -38.2% | -7.3% | -30.9% | -37.6% |
| 1Y | -43.3% | -2.2% | -41.0% | -43.5% |
| 3Y | -8.5% | +11.9% | -20.4% | -14.7% |
| All | -72.2% | -17.2% | -55.1% | -68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling