-19.9%
TOST vs CHWY
-43.2%
+23.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.1% |
| 7D | -5.9% | -12.0% | +6.2% | -2.2% |
| 30D | -8.4% | -6.2% | -2.2% | -7.0% |
| 3M | +31.4% | +5.5% | +25.9% | +27.8% |
| 6M | +10.5% | -17.8% | +28.3% | +14.6% |
| YTD | -10.1% | -36.2% | +26.2% | -5.8% |
| 1Y | -19.9% | -40.0% | +20.0% | -16.3% |
| All | -19.9% | -43.2% | +23.2% | -16.3% |
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