+1,243.7%
TTMI vs CHWY
-43.2%
+1,286.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.0% | +6.4% | +3.7% |
| 7D | +0.7% | -13.6% | +14.3% | +2.2% |
| 30D | -8.4% | -8.5% | +0.1% | -7.9% |
| 3M | -32.5% | +8.9% | -41.4% | -33.7% |
| 6M | +32.5% | -20.5% | +52.9% | +34.4% |
| YTD | +83.2% | -38.2% | +121.4% | +91.5% |
| 1Y | +161.7% | -43.3% | +204.9% | +175.8% |
| 3Y | +890.1% | -8.5% | +898.7% | +854.5% |
| 5Y | +832.4% | -72.7% | +905.2% | +872.4% |
| All | +1,243.7% | -43.2% | +1,286.9% | +1,016.8% |
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