+1,252.1%
TSM vs CHWY
-42.4%
+1,294.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -10.8% | +10.0% | +0.7% |
| 7D | +4.8% | -14.1% | +18.9% | +6.9% |
| 30D | +4.0% | -8.1% | +12.2% | +5.0% |
| 3M | +2.0% | +1.7% | +0.3% | +1.1% |
| 6M | +25.5% | -20.7% | +46.1% | +28.4% |
| YTD | +44.0% | -37.2% | +81.2% | +52.0% |
| 1Y | +75.4% | -50.7% | +126.1% | +90.6% |
| 3Y | +406.7% | -9.7% | +416.5% | +388.8% |
| 5Y | +285.0% | -72.9% | +357.9% | +315.5% |
| All | +1,252.1% | -42.4% | +1,294.4% | +1,119.3% |
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