+17.4%
TNA vs CHWY
-43.2%
+60.6%
-85.2%
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% | +2.4% |
| 7D | -7.3% | -13.6% | +6.3% | -1.3% |
| 30D | -14.2% | -8.5% | -5.6% | -11.3% |
| 3M | -4.6% | +8.9% | -13.5% | -9.7% |
| 6M | +36.9% | -20.5% | +57.4% | +47.7% |
| YTD | +42.5% | -38.2% | +80.7% | +71.2% |
| 1Y | +45.8% | -43.3% | +89.0% | +80.1% |
| 3Y | +104.7% | -8.5% | +113.2% | +87.7% |
| 5Y | -21.7% | -72.7% | +51.0% | +9.5% |
| All | +17.4% | -43.2% | +60.6% | -8.1% |
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