+25.5%
TSM vs CHWY
-18.4%
+43.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -10.8% | +10.0% | -0.6% |
| 7D | +4.8% | -14.1% | +18.9% | +5.1% |
| 30D | +4.0% | -8.1% | +12.2% | +4.2% |
| 3M | +2.0% | +1.7% | +0.3% | +1.2% |
| 6M | +25.5% | -20.7% | +46.1% | +28.0% |
| All | +25.5% | -18.4% | +43.9% | +28.0% |
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 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