+52.0%
TDG vs CHWY
-11.7%
+63.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +1.5% |
| 7D | -1.9% | -13.6% | +11.7% | -0.5% |
| 30D | -7.7% | -8.5% | +0.8% | -7.0% |
| 3M | -9.3% | +8.9% | -18.2% | -10.4% |
| 6M | -9.4% | -20.5% | +11.1% | -7.7% |
| YTD | -14.3% | -38.2% | +23.9% | -10.7% |
| 1Y | -11.8% | -43.3% | +31.4% | -7.6% |
| 3Y | +52.0% | -8.5% | +60.5% | +55.3% |
| All | +52.0% | -11.7% | +63.7% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 CHWY 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