+1,279.8%
TSEM vs CHWY
-41.4%
+1,321.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.6% | -5.5% | -4.1% |
| 7D | +0.9% | -12.0% | +12.9% | +2.2% |
| 30D | -16.6% | -6.2% | -10.4% | -16.3% |
| 3M | -10.9% | +5.5% | -16.4% | -12.3% |
| 6M | +78.0% | -17.8% | +95.8% | +80.0% |
| YTD | +77.2% | -36.2% | +113.4% | +84.9% |
| 1Y | +207.6% | -40.0% | +247.5% | +222.7% |
| 3Y | +637.8% | -8.3% | +646.1% | +608.9% |
| 5Y | +617.0% | -71.9% | +688.9% | +668.7% |
| All | +1,279.8% | -41.4% | +1,321.2% | +1,022.3% |
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