-30.7%
CHWY vs TXT
+9.2%
-39.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.3% | +7.4% | +6.1% |
| 7D | +13.4% | +10.6% | +2.7% | +13.4% |
| 30D | +28.4% | +14.4% | +14.0% | +28.5% |
| 3M | -2.9% | -2.7% | -0.2% | -3.3% |
| 6M | -4.7% | -4.7% | -0.1% | -5.5% |
| YTD | -29.2% | -0.5% | -28.7% | -28.3% |
| 1Y | -30.7% | +8.7% | -39.5% | -30.4% |
| All | -30.7% | +9.2% | -39.9% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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