+46.6%
TEM vs CHWY
-11.9%
+58.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.3% |
| 7D | -8.7% | -13.6% | +4.9% | -4.8% |
| 30D | +8.1% | -8.5% | +16.6% | +10.6% |
| 3M | +19.0% | +8.9% | +10.1% | +14.8% |
| 6M | +12.0% | -20.5% | +32.5% | +18.6% |
| YTD | -0.1% | -38.2% | +38.1% | +13.2% |
| 1Y | -33.5% | -43.3% | +9.7% | -23.2% |
| All | +46.6% | -11.9% | +58.5% | +101.3% |
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