-35.6%
CHWY vs TYL
+93.2%
-128.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -0.2% | +0.8% | -1.0% | -0.8% |
| 30D | +8.1% | +21.1% | -13.0% | -5.3% |
| 3M | +0.3% | +28.9% | -28.6% | -16.5% |
| 6M | +4.0% | +42.0% | -38.0% | -20.4% |
| YTD | -31.9% | -6.6% | -25.3% | -31.0% |
| 1Y | -32.8% | -9.1% | -23.7% | -30.7% |
| 3Y | +16.0% | +1.8% | +14.2% | +1.6% |
| 5Y | -70.7% | -22.9% | -47.8% | -69.0% |
| All | -35.6% | +93.2% | -128.8% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling