-55.4%
TSLL vs CHWY
-49.3%
-6.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.3% | -10.6% | -11.2% |
| 7D | +1.9% | +1.7% | +0.2% | +1.2% |
| 30D | +17.8% | -1.5% | +19.3% | +18.5% |
| 3M | -37.0% | +13.6% | -50.6% | -41.2% |
| 6M | -37.7% | -7.3% | -30.4% | -36.5% |
| YTD | -51.4% | -28.4% | -23.0% | -44.0% |
| 1Y | -23.4% | -42.5% | +19.2% | -3.8% |
| 3Y | -30.8% | -4.1% | -26.7% | -34.3% |
| All | -55.4% | -49.3% | -6.1% | -36.0% |
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