-23.4%
TSLL vs CHWY
-42.5%
+19.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.3% | -10.6% | -11.6% |
| 7D | +1.9% | +1.7% | +0.2% | +1.6% |
| 30D | +17.8% | -1.5% | +19.3% | +18.0% |
| 3M | -37.0% | +13.6% | -50.6% | -38.3% |
| 6M | -37.7% | -7.3% | -30.4% | -37.4% |
| YTD | -51.4% | -28.4% | -23.0% | -52.2% |
| 1Y | -23.4% | -42.5% | +19.2% | -22.4% |
| All | -23.4% | -42.5% | +19.1% | -22.4% |
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