-72.2%
TTD vs CHWY
-42.5%
-29.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -3.8% |
| 7D | +6.3% | +1.7% | +4.6% | +5.6% |
| 30D | -23.9% | -1.5% | -22.4% | -23.5% |
| 3M | -31.4% | +13.6% | -45.0% | -35.0% |
| 6M | -42.7% | -7.3% | -35.4% | -41.5% |
| YTD | -62.0% | -28.4% | -33.6% | -59.0% |
| 1Y | -72.2% | -42.5% | -29.7% | -67.4% |
| All | -72.2% | -42.5% | -29.7% | -67.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling