+25.2%
CVNA vs TJX
+4.8%
+20.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.2% | +3.6% | +7.4% |
| 7D | +31.3% | +4.6% | +26.7% | +29.8% |
| 30D | +21.7% | +7.7% | +14.0% | +19.4% |
| 3M | +14.0% | -7.8% | +21.8% | +14.2% |
| 6M | +3.0% | -5.8% | +8.8% | +2.8% |
| YTD | -8.1% | -4.9% | -3.2% | -6.8% |
| 1Y | +25.2% | +3.2% | +22.0% | +31.1% |
| All | +25.2% | +4.8% | +20.4% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 TJX 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