-32.4%
CHWY vs TYL
+65.8%
-98.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.8% | +1.5% |
| 7D | +1.7% | -3.7% | +5.4% | +4.3% |
| 30D | -1.5% | +18.7% | -20.3% | -13.1% |
| 3M | +13.6% | +18.1% | -4.5% | -0.3% |
| 6M | -7.3% | -1.1% | -6.1% | -8.5% |
| YTD | -28.4% | -19.8% | -8.6% | -19.2% |
| 1Y | -42.5% | -34.3% | -8.2% | -24.8% |
| 3Y | -4.1% | -8.2% | +4.1% | -10.5% |
| 5Y | -69.2% | -25.4% | -43.8% | -66.2% |
| All | -32.4% | +65.8% | -98.2% | -54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling