+117.8%
TMO vs CHWY
-43.2%
+161.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +1.5% |
| 7D | -0.6% | -13.6% | +13.0% | +1.2% |
| 30D | +1.1% | -8.5% | +9.7% | +2.1% |
| 3M | +28.3% | +8.9% | +19.4% | +26.2% |
| 6M | +23.3% | -20.5% | +43.7% | +26.1% |
| YTD | +5.5% | -38.2% | +43.6% | +11.2% |
| 1Y | +24.5% | -43.3% | +67.8% | +32.4% |
| 3Y | +19.6% | -8.5% | +28.1% | +14.6% |
| 5Y | +8.1% | -72.7% | +80.9% | +15.5% |
| All | +117.8% | -43.2% | +161.0% | +88.8% |
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 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