-21.2%
TMUS vs CHWY
-28.3%
+7.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.1% | -3.0% | +2.6% |
| 7D | +7.5% | +13.4% | -5.9% | +6.5% |
| 30D | -3.3% | +28.4% | -31.8% | -4.7% |
| 3M | -9.7% | -2.9% | -6.8% | -10.2% |
| 6M | -17.2% | -4.7% | -12.5% | -18.7% |
| YTD | -20.3% | -29.2% | +8.9% | -24.5% |
| 1Y | -21.2% | -30.7% | +9.5% | -25.5% |
| All | -21.2% | -28.3% | +7.1% | -25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling