-42.5%
CHWY vs TXT
-1.0%
-41.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | +1.7% | -4.8% | +6.5% | +1.5% |
| 30D | -1.5% | -10.6% | +9.1% | -1.8% |
| 3M | +13.6% | -13.2% | +26.8% | +13.0% |
| 6M | -7.3% | -20.3% | +13.1% | -8.7% |
| YTD | -28.4% | -9.3% | -19.2% | -28.4% |
| 1Y | -42.5% | -2.7% | -39.8% | -43.8% |
| All | -42.5% | -1.0% | -41.5% | -43.8% |
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