+94.6%
TXN vs CHWY
-30.4%
+125.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.1% | -6.4% | +0.3% |
| 7D | +1.0% | +13.4% | -12.3% | +2.4% |
| 30D | +6.1% | +28.4% | -22.3% | +9.0% |
| 3M | +10.4% | -2.9% | +13.3% | +10.7% |
| 6M | +12.6% | -4.7% | +17.3% | +13.3% |
| YTD | +83.5% | -29.2% | +112.7% | +81.1% |
| All | +94.6% | -30.4% | +125.0% | +93.0% |
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