+406.3%
TT vs CHWY
-42.4%
+448.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -10.8% | +10.4% | +0.6% |
| 7D | +1.4% | -14.1% | +15.6% | +2.8% |
| 30D | -6.7% | -8.1% | +1.5% | -6.1% |
| 3M | -5.4% | +1.7% | -7.1% | -6.0% |
| 6M | +4.4% | -20.7% | +25.0% | +6.0% |
| YTD | +14.9% | -37.2% | +52.1% | +19.2% |
| 1Y | +9.3% | -50.7% | +60.0% | +15.6% |
| 3Y | +121.7% | -9.7% | +131.5% | +116.9% |
| 5Y | +148.2% | -72.9% | +221.1% | +152.3% |
| All | +406.3% | -42.4% | +448.7% | +371.8% |
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