-5.7%
CHWY vs TYL
-14.8%
+9.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.4% |
| 7D | -12.0% | -11.5% | -0.5% | -7.6% |
| 30D | -6.2% | +3.9% | -10.1% | -7.8% |
| 3M | +5.5% | +10.8% | -5.3% | +0.6% |
| 6M | -17.8% | -5.3% | -12.5% | -16.8% |
| YTD | -36.2% | -26.1% | -10.1% | -29.7% |
| 1Y | -40.0% | -38.5% | -1.4% | -28.7% |
| All | -5.7% | -14.8% | +9.1% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling