-53.1%
TSLL vs CHWY
-54.9%
+1.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -3.1% |
| 7D | -7.3% | -12.0% | +4.7% | -1.8% |
| 30D | +15.8% | -6.2% | +22.0% | +18.7% |
| 3M | -19.5% | +5.5% | -25.0% | -22.4% |
| 6M | -32.1% | -17.8% | -14.3% | -27.0% |
| YTD | -48.9% | -36.2% | -12.7% | -38.1% |
| 1Y | -23.4% | -40.0% | +16.6% | -6.1% |
| 3Y | -28.6% | -8.3% | -20.3% | -31.6% |
| All | -53.1% | -54.9% | +1.7% | -29.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling