-48.1%
TOST vs CHWY
-72.3%
+24.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -10.8% | +8.3% | +1.8% |
| 7D | -4.7% | -14.1% | +9.5% | +1.1% |
| 30D | -9.1% | -8.1% | -0.9% | -6.4% |
| 3M | +29.8% | +1.7% | +28.1% | +27.7% |
| 6M | +10.0% | -20.7% | +30.7% | +18.5% |
| YTD | -8.6% | -37.2% | +28.6% | +7.6% |
| 1Y | -20.7% | -50.7% | +30.0% | +1.4% |
| 3Y | +55.7% | -9.7% | +65.5% | +39.8% |
| All | -48.1% | -72.3% | +24.2% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling