-39.8%
CHWY vs TYL
+52.8%
-92.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +3.0% |
| 7D | -12.0% | -11.5% | -0.5% | -4.3% |
| 30D | -6.2% | +3.9% | -10.1% | -9.1% |
| 3M | +5.5% | +10.8% | -5.3% | -3.2% |
| 6M | -17.8% | -5.3% | -12.5% | -16.4% |
| YTD | -36.2% | -26.1% | -10.1% | -23.8% |
| 1Y | -40.0% | -38.5% | -1.4% | -18.2% |
| 3Y | -8.3% | -14.5% | +6.1% | -10.4% |
| 5Y | -71.9% | -28.9% | -43.0% | -68.1% |
| All | -39.8% | +52.8% | -92.6% | -57.0% |
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