+39.3%
TFC vs CHWY
-41.4%
+80.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.2% |
| 7D | -2.5% | -12.0% | +9.5% | -1.2% |
| 30D | -2.8% | -6.2% | +3.4% | -2.3% |
| 3M | +2.1% | +5.5% | -3.4% | +1.2% |
| 6M | +10.1% | -17.8% | +27.9% | +11.7% |
| YTD | +5.4% | -36.2% | +41.7% | +9.8% |
| 1Y | +16.3% | -40.0% | +56.3% | +21.7% |
| 3Y | +95.9% | -8.3% | +104.2% | +90.0% |
| 5Y | +16.0% | -71.9% | +87.9% | +19.8% |
| All | +39.3% | -41.4% | +80.7% | +5.5% |
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