-30.5%
TSCO vs CHWY
-31.6%
+1.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.4% |
| 7D | +8.8% | +10.4% | -1.6% | +6.9% |
| 30D | +13.4% | +26.8% | -13.4% | +9.2% |
| 3M | +10.3% | -4.3% | +14.6% | +10.6% |
| 6M | +13.7% | -6.3% | +20.0% | +14.0% |
| YTD | -25.4% | -30.4% | +5.1% | -23.5% |
| 1Y | -30.5% | -30.5% | 0.0% | -28.6% |
| All | -30.5% | -31.6% | +1.1% | -28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling