+116.7%
TGT vs CHWY
-43.2%
+159.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.5% |
| 7D | -5.2% | -13.6% | +8.4% | -3.2% |
| 30D | +1.2% | -8.5% | +9.7% | +2.4% |
| 3M | +18.4% | +8.9% | +9.5% | +16.5% |
| 6M | +33.4% | -20.5% | +53.9% | +36.9% |
| YTD | +63.8% | -38.2% | +102.0% | +73.9% |
| 1Y | +77.2% | -43.3% | +120.4% | +90.1% |
| 3Y | +41.8% | -8.5% | +50.3% | +34.6% |
| 5Y | -25.5% | -72.7% | +47.2% | -21.1% |
| All | +116.7% | -43.2% | +159.9% | +77.0% |
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