+72.6%
TEL vs CHWY
-11.7%
+84.3%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.0% | +6.6% | +3.9% |
| 7D | +1.6% | -13.6% | +15.2% | +3.2% |
| 30D | -0.7% | -8.5% | +7.9% | +0.1% |
| 3M | +2.4% | +8.9% | -6.5% | +1.0% |
| 6M | +4.1% | -20.5% | +24.6% | +6.2% |
| YTD | -5.8% | -38.2% | +32.3% | -1.7% |
| 1Y | +0.9% | -43.3% | +44.1% | +6.0% |
| 3Y | +72.6% | -8.5% | +81.1% | +75.3% |
| All | +72.6% | -11.7% | +84.3% | +75.3% |
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