-46.0%
TSLL vs CHWY
-28.3%
-17.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +6.1% | -12.4% | -7.3% |
| 7D | -9.4% | +13.4% | -22.8% | -11.4% |
| 30D | +1.6% | +28.4% | -26.9% | -3.6% |
| 3M | +29.4% | -2.9% | +32.3% | +30.5% |
| 6M | -20.1% | -4.7% | -15.4% | -19.9% |
| YTD | -44.5% | -29.2% | -15.3% | -46.4% |
| 1Y | -46.0% | -30.7% | -15.3% | -47.5% |
| All | -46.0% | -28.3% | -17.7% | -47.5% |
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