+934.4%
TQQQ vs CHWY
-43.2%
+977.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.0% | +5.6% | +4.1% |
| 7D | -1.9% | -13.6% | +11.7% | +4.9% |
| 30D | -4.9% | -8.5% | +3.7% | -1.7% |
| 3M | -6.4% | +8.9% | -15.3% | -12.3% |
| 6M | +44.4% | -20.5% | +64.9% | +55.5% |
| YTD | +35.2% | -38.2% | +73.3% | +64.1% |
| 1Y | +49.5% | -43.3% | +92.8% | +87.1% |
| 3Y | +250.7% | -8.5% | +259.3% | +203.5% |
| 5Y | +104.7% | -72.7% | +177.4% | +211.4% |
| All | +934.4% | -43.2% | +977.6% | +715.5% |
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