-44.5%
TOST vs CHWY
-69.9%
+25.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +3.6% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | +16.2% | +8.1% | +8.1% | +12.6% |
| 3M | -1.5% | +0.3% | -1.8% | -2.5% |
| 6M | +55.3% | +4.0% | +51.3% | +50.3% |
| YTD | -2.3% | -31.9% | +29.5% | +10.8% |
| 1Y | -5.5% | -32.8% | +27.2% | +7.4% |
| 3Y | +151.1% | +16.0% | +135.1% | +100.2% |
| 5Y | -27.9% | -70.7% | +42.8% | -7.1% |
| All | -44.5% | -69.9% | +25.4% | -29.5% |
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 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