-25.1%
TGT vs CHWY
-72.6%
+47.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.6% |
| 7D | -5.2% | -13.6% | +8.4% | -3.0% |
| 30D | +1.2% | -8.5% | +9.7% | +2.6% |
| 3M | +18.4% | +8.9% | +9.5% | +16.3% |
| 6M | +33.4% | -20.5% | +53.9% | +37.3% |
| YTD | +63.8% | -38.2% | +102.0% | +75.3% |
| 1Y | +77.2% | -43.3% | +120.4% | +91.8% |
| 3Y | +41.8% | -8.5% | +50.3% | +32.7% |
| All | -25.1% | -72.6% | +47.6% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling