+190.4%
TRV vs CHWY
-43.2%
+233.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.0% | +5.1% | +2.2% |
| 7D | +1.9% | -13.6% | +15.5% | +2.4% |
| 30D | +1.7% | -8.5% | +10.3% | +1.9% |
| 3M | +23.9% | +8.9% | +15.0% | +23.4% |
| 6M | +26.3% | -20.5% | +46.7% | +26.9% |
| YTD | +30.8% | -38.2% | +69.0% | +32.4% |
| 1Y | +36.3% | -43.3% | +79.6% | +38.3% |
| 3Y | +145.0% | -8.5% | +153.6% | +143.8% |
| 5Y | +163.9% | -72.7% | +236.6% | +167.6% |
| All | +190.4% | -43.2% | +233.7% | +130.2% |
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