-41.5%
TTD vs CHWY
-43.2%
+1.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.0% | +5.7% | +3.9% |
| 7D | -0.6% | -13.6% | +13.0% | +5.4% |
| 30D | +6.3% | -8.5% | +14.8% | +9.8% |
| 3M | -24.1% | +8.9% | -33.0% | -27.3% |
| 6M | -47.4% | -20.5% | -27.0% | -42.8% |
| YTD | -62.2% | -38.2% | -24.1% | -54.6% |
| 1Y | -68.3% | -43.3% | -25.0% | -60.9% |
| 3Y | -83.4% | -8.5% | -74.9% | -85.3% |
| 5Y | -80.3% | -72.7% | -7.6% | -72.2% |
| All | -41.5% | -43.2% | +1.8% | -40.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling