+396.0%
TPR vs CHWY
+13.8%
+382.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | +15.1% | +8.1% | +7.0% | +13.8% |
| 3M | +3.5% | +0.3% | +3.3% | +3.2% |
| 6M | +0.4% | +4.0% | -3.6% | -0.7% |
| YTD | +4.6% | -31.9% | +36.5% | +9.0% |
| 1Y | +33.1% | -32.8% | +65.9% | +38.8% |
| 3Y | +396.0% | +16.0% | +380.0% | +388.0% |
| All | +396.0% | +13.8% | +382.2% | +388.0% |
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