+650.1%
TSEM vs CHWY
-11.7%
+661.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +1.8% |
| 7D | -4.9% | -13.6% | +8.7% | -4.2% |
| 30D | -18.7% | -8.5% | -10.2% | -18.5% |
| 3M | -18.1% | +8.9% | -27.0% | -19.5% |
| 6M | +77.1% | -20.5% | +97.6% | +80.2% |
| YTD | +80.1% | -38.2% | +118.3% | +89.3% |
| 1Y | +220.4% | -43.3% | +263.6% | +240.0% |
| 3Y | +650.1% | -8.5% | +658.6% | +674.7% |
| All | +650.1% | -11.7% | +661.8% | +674.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling