-31.5%
TSLL vs CHWY
-1.4%
-30.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.4% | +5.7% | +3.7% |
| 7D | +33.0% | -1.7% | +34.7% | +33.2% |
| 30D | +7.7% | +14.7% | -7.0% | +5.0% |
| 3M | +34.7% | +1.1% | +33.6% | +35.0% |
| 6M | -31.5% | -1.3% | -30.2% | -33.5% |
| All | -31.5% | -1.4% | -30.2% | -33.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling