-23.8%
TLT vs CHWY
-43.2%
+19.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.2% |
| 7D | -1.6% | -13.6% | +12.0% | -1.4% |
| 30D | -1.1% | -8.5% | +7.4% | -1.0% |
| 3M | -4.9% | +8.9% | -13.7% | -5.0% |
| 6M | -5.0% | -20.5% | +15.4% | -4.7% |
| YTD | -4.4% | -38.2% | +33.8% | -3.7% |
| 1Y | -6.4% | -43.3% | +36.9% | -5.6% |
| 3Y | -2.0% | -8.5% | +6.6% | -2.5% |
| 5Y | -35.0% | -72.7% | +37.7% | -35.1% |
| All | -23.8% | -43.2% | +19.4% | -17.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling