-53.4%
TE vs CHWY
-28.5%
-24.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.6% | -8.3% | -7.1% |
| 7D | +0.9% | -12.0% | +12.9% | +3.9% |
| 30D | -16.3% | -6.2% | -10.1% | -15.3% |
| 3M | -40.8% | +5.5% | -46.3% | -42.4% |
| 6M | -42.6% | -17.8% | -24.8% | -41.0% |
| YTD | -31.4% | -36.2% | +4.8% | -25.0% |
| 1Y | +144.9% | -40.0% | +184.9% | +170.4% |
| 3Y | -26.0% | -8.3% | -17.7% | -28.9% |
| 5Y | -48.5% | -71.9% | +23.4% | -45.6% |
| All | -53.4% | -28.5% | -24.8% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling