+404.5%
TSM vs CHWY
-11.7%
+416.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.3% | +1.5% |
| 7D | +1.0% | -13.6% | +14.6% | +2.4% |
| 30D | +1.0% | -8.5% | +9.5% | +1.7% |
| 3M | +2.9% | +8.9% | -6.0% | +1.4% |
| 6M | +22.8% | -20.5% | +43.3% | +25.0% |
| YTD | +43.3% | -38.2% | +81.5% | +49.8% |
| 1Y | +69.2% | -43.3% | +112.4% | +78.2% |
| 3Y | +404.5% | -8.5% | +413.1% | +438.6% |
| All | +404.5% | -11.7% | +416.2% | +438.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling