+378.6%
TPR vs CHWY
-43.2%
+421.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.0% | +5.3% | +2.8% |
| 7D | -3.0% | -13.6% | +10.6% | -0.7% |
| 30D | -22.6% | -8.5% | -14.1% | -21.6% |
| 3M | -18.2% | +8.9% | -27.1% | -19.6% |
| 6M | -18.0% | -20.5% | +2.5% | -15.6% |
| YTD | -6.4% | -38.2% | +31.8% | -0.1% |
| 1Y | +12.3% | -43.3% | +55.6% | +21.3% |
| 3Y | +298.7% | -8.5% | +307.2% | +283.5% |
| 5Y | +232.5% | -72.7% | +305.3% | +251.6% |
| All | +378.6% | -43.2% | +421.8% | +259.3% |
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 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