-83.4%
TTD vs CHWY
-11.7%
-71.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.0% | +5.7% | +3.5% |
| 7D | -0.6% | -13.6% | +13.0% | +3.3% |
| 30D | +6.3% | -8.5% | +14.8% | +8.7% |
| 3M | -24.1% | +8.9% | -33.0% | -26.0% |
| 6M | -47.4% | -20.5% | -27.0% | -44.5% |
| YTD | -62.2% | -38.2% | -24.1% | -57.9% |
| 1Y | -68.3% | -43.3% | -25.0% | -64.2% |
| 3Y | -83.4% | -8.5% | -74.9% | -81.6% |
| All | -83.4% | -11.7% | -71.7% | -81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling