+282.6%
TPR vs CHWY
-10.4%
+293.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -10.8% | +7.5% | -1.7% |
| 7D | -7.3% | -14.1% | +6.8% | -5.3% |
| 30D | -30.7% | -8.1% | -22.6% | -29.9% |
| 3M | -21.6% | +1.7% | -23.3% | -22.1% |
| 6M | -21.3% | -20.7% | -0.7% | -19.2% |
| YTD | -10.2% | -37.2% | +27.0% | -5.0% |
| 1Y | +9.5% | -50.7% | +60.2% | +19.4% |
| All | +282.6% | -10.4% | +293.0% | +279.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling