+65.1%
TNA vs CHWY
-42.5%
+107.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.0% |
| 7D | -0.1% | +1.7% | -1.8% | -0.5% |
| 30D | -4.9% | -1.5% | -3.4% | -4.7% |
| 3M | +0.4% | +13.6% | -13.3% | -3.0% |
| 6M | +32.5% | -7.3% | +39.8% | +35.0% |
| YTD | +53.7% | -28.4% | +82.1% | +59.7% |
| 1Y | +65.1% | -42.5% | +107.6% | +74.5% |
| All | +65.1% | -42.5% | +107.6% | +74.5% |
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