+184.5%
TRV vs CHWY
-41.4%
+226.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.5% |
| 7D | -1.5% | -12.0% | +10.5% | -1.1% |
| 30D | -1.8% | -6.2% | +4.4% | -1.7% |
| 3M | +21.6% | +5.5% | +16.1% | +21.2% |
| 6M | +22.5% | -17.8% | +40.2% | +22.9% |
| YTD | +28.1% | -36.2% | +64.4% | +29.6% |
| 1Y | +37.0% | -40.0% | +77.0% | +38.8% |
| 3Y | +141.9% | -8.3% | +150.2% | +140.6% |
| 5Y | +158.5% | -71.9% | +230.4% | +161.9% |
| All | +184.5% | -41.4% | +226.0% | +125.3% |
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