+621.7%
TSEM vs CHWY
-72.6%
+694.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +1.9% |
| 7D | -4.9% | -13.6% | +8.7% | -3.8% |
| 30D | -18.7% | -8.5% | -10.2% | -18.3% |
| 3M | -18.1% | +8.9% | -27.0% | -19.5% |
| 6M | +77.1% | -20.5% | +97.6% | +79.5% |
| YTD | +80.1% | -38.2% | +118.3% | +87.6% |
| 1Y | +220.4% | -43.3% | +263.6% | +236.4% |
| 3Y | +650.1% | -8.5% | +658.6% | +626.9% |
| All | +621.7% | -72.6% | +694.3% | +666.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling