+206.2%
TXN vs CHWY
-43.2%
+249.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.0% | +6.9% | +4.2% |
| 7D | +4.0% | -13.6% | +17.6% | +5.9% |
| 30D | -2.9% | -8.5% | +5.7% | -2.0% |
| 3M | -9.1% | +8.9% | -18.0% | -10.7% |
| 6M | +36.6% | -20.5% | +57.1% | +39.3% |
| YTD | +57.5% | -38.2% | +95.6% | +66.0% |
| 1Y | +49.5% | -43.3% | +92.8% | +59.2% |
| 3Y | +76.5% | -8.5% | +85.1% | +67.4% |
| 5Y | +62.4% | -72.7% | +135.1% | +75.7% |
| All | +206.2% | -43.2% | +249.4% | +142.8% |
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