-40.0%
CHWY vs TYL
-39.8%
-0.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.4% |
| 7D | -12.0% | -11.5% | -0.5% | -8.0% |
| 30D | -6.2% | +3.9% | -10.1% | -7.7% |
| 3M | +5.5% | +10.8% | -5.3% | +0.9% |
| 6M | -17.8% | -5.3% | -12.5% | -17.4% |
| YTD | -36.2% | -26.1% | -10.1% | -34.2% |
| 1Y | -40.0% | -38.5% | -1.4% | -35.4% |
| All | -40.0% | -39.8% | -0.2% | -35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling