-30.7%
CHWY vs TXG
+27.0%
-57.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.3% | -6.4% | -4.1% |
| 7D | -13.6% | +9.5% | -23.1% | -16.3% |
| 30D | -8.5% | +18.8% | -27.3% | -14.0% |
| 3M | +8.9% | +136.1% | -127.2% | -20.1% |
| 6M | -20.5% | +235.2% | -255.7% | -49.2% |
| YTD | -38.2% | +320.5% | -358.7% | -63.9% |
| 1Y | -43.3% | +425.2% | -468.4% | -70.5% |
| 3Y | -8.5% | +42.9% | -51.4% | -29.9% |
| 5Y | -72.7% | -62.8% | -9.9% | -70.0% |
| All | -30.7% | +27.0% | -57.8% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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