-0.9%
TSLA vs CHWY
-43.1%
+42.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | +0.8% |
| 7D | +3.2% | -13.6% | +16.8% | +4.5% |
| 30D | +11.6% | -8.5% | +20.1% | +12.4% |
| 3M | -8.4% | +8.9% | -17.3% | -8.7% |
| 6M | -10.4% | -20.5% | +10.1% | -9.4% |
| YTD | -18.7% | -38.2% | +19.4% | -20.5% |
| 1Y | -0.9% | -43.3% | +42.3% | -2.4% |
| All | -0.9% | -43.1% | +42.2% | -2.4% |
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