+374.9%
TPR vs CHWY
-35.4%
+410.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.1% | -3.5% |
| 7D | -3.4% | -1.9% | -1.5% | -3.1% |
| 30D | -27.3% | -1.1% | -26.2% | -27.3% |
| 3M | -16.2% | +15.5% | -31.7% | -18.5% |
| 6M | -17.9% | -8.5% | -9.4% | -17.3% |
| YTD | -7.1% | -29.6% | +22.5% | -2.8% |
| 1Y | +13.6% | -44.1% | +57.7% | +22.7% |
| 3Y | +293.7% | +1.2% | +292.5% | +273.0% |
| 5Y | +239.1% | -69.4% | +308.5% | +251.8% |
| All | +374.9% | -35.4% | +410.3% | +249.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling