+2,437.4%
TSLA vs CHWY
-41.4%
+2,478.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.7% | -1.6% |
| 7D | -3.4% | -12.0% | +8.6% | 0.0% |
| 30D | +9.2% | -6.2% | +15.4% | +10.8% |
| 3M | -4.7% | +5.5% | -10.2% | -7.0% |
| 6M | -8.9% | -17.8% | +8.8% | -5.4% |
| YTD | -19.2% | -36.2% | +17.1% | -10.1% |
| 1Y | +4.5% | -40.0% | +44.5% | +17.3% |
| 3Y | +46.3% | -8.3% | +54.6% | +36.4% |
| 5Y | +48.1% | -71.9% | +120.0% | +73.5% |
| All | +2,437.4% | -41.4% | +2,478.9% | +2,466.4% |
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 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