+97.2%
TJX vs CHWY
-72.6%
+169.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | 0.0% |
| 7D | -4.6% | -13.6% | +9.0% | -3.1% |
| 30D | -17.2% | -8.5% | -8.6% | -16.4% |
| 3M | -24.9% | +8.9% | -33.8% | -25.8% |
| 6M | -19.7% | -20.5% | +0.8% | -18.1% |
| YTD | -17.2% | -38.2% | +21.0% | -13.4% |
| 1Y | -9.4% | -43.3% | +33.8% | -4.5% |
| 3Y | +43.1% | -8.5% | +51.6% | +38.1% |
| All | +97.2% | -72.6% | +169.8% | +94.8% |
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