-53.1%
TE vs CHWY
-30.7%
-22.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +1.4% |
| 7D | +0.2% | -13.6% | +13.8% | +3.7% |
| 30D | -5.9% | -8.5% | +2.6% | -4.3% |
| 3M | -45.6% | +8.9% | -54.5% | -47.4% |
| 6M | -43.4% | -20.5% | -22.9% | -41.3% |
| YTD | -31.0% | -38.2% | +7.2% | -24.0% |
| 1Y | +145.2% | -43.3% | +188.5% | +174.6% |
| 3Y | -24.1% | -8.5% | -15.5% | -26.9% |
| 5Y | -48.1% | -72.7% | +24.6% | -44.8% |
| All | -53.1% | -30.7% | -22.3% | -48.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling