+149.1%
TT vs CHWY
-72.6%
+221.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.0% |
| 7D | -1.2% | -13.6% | +12.4% | +0.5% |
| 30D | -7.3% | -8.5% | +1.2% | -6.5% |
| 3M | -3.6% | +8.9% | -12.5% | -5.2% |
| 6M | +2.8% | -20.5% | +23.3% | +4.9% |
| YTD | +14.5% | -38.2% | +52.7% | +20.6% |
| 1Y | +7.4% | -43.3% | +50.7% | +14.2% |
| 3Y | +116.2% | -8.5% | +124.8% | +108.2% |
| All | +149.1% | -72.6% | +221.7% | +157.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling