+75.4%
TSCO vs CHWY
-43.2%
+118.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -1.1% |
| 7D | -5.7% | -13.6% | +8.0% | -3.8% |
| 30D | -8.8% | -8.5% | -0.2% | -7.7% |
| 3M | +6.3% | +8.9% | -2.6% | +4.7% |
| 6M | -32.3% | -20.5% | -11.8% | -30.5% |
| YTD | -32.7% | -38.2% | +5.5% | -28.8% |
| 1Y | -43.7% | -43.3% | -0.4% | -39.8% |
| 3Y | -19.7% | -8.5% | -11.1% | -23.4% |
| 5Y | -11.6% | -72.7% | +61.1% | -5.8% |
| All | +75.4% | -43.2% | +118.7% | +50.9% |
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