+1.1%
TEL vs CHWY
-42.5%
+43.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | +3.0% | +1.7% | +1.2% | +2.7% |
| 30D | -3.9% | -1.5% | -2.4% | -3.8% |
| 3M | -5.1% | +13.6% | -18.8% | -7.2% |
| 6M | +0.6% | -7.3% | +7.9% | +1.6% |
| YTD | -7.3% | -28.4% | +21.1% | -4.1% |
| 1Y | +1.1% | -42.5% | +43.7% | +5.3% |
| All | +1.1% | -42.5% | +43.6% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling