-43.0%
TTD vs CHWY
-41.4%
-1.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -0.9% | 0.0% |
| 7D | -7.4% | -12.0% | +4.6% | -2.5% |
| 30D | +3.0% | -6.2% | +9.2% | +5.4% |
| 3M | -27.6% | +5.5% | -33.1% | -29.7% |
| 6M | -49.5% | -17.8% | -31.7% | -45.8% |
| YTD | -63.2% | -36.2% | -27.0% | -56.3% |
| 1Y | -69.7% | -40.0% | -29.8% | -63.6% |
| 3Y | -83.3% | -8.3% | -75.0% | -85.2% |
| 5Y | -80.8% | -71.9% | -8.9% | -73.3% |
| All | -43.0% | -41.4% | -1.5% | -43.2% |
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 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