-2.4%
CVNA vs TJX
-9.1%
+6.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -7.3% | -4.6% | -2.7% | -6.8% |
| 30D | -4.6% | -17.2% | +12.6% | -2.4% |
| 3M | +2.0% | -24.9% | +26.9% | +6.7% |
| 6M | +11.7% | -19.7% | +31.4% | +14.1% |
| YTD | -18.1% | -17.2% | -0.9% | -15.2% |
| 1Y | -2.4% | -9.4% | +7.0% | +2.8% |
| All | -2.4% | -9.1% | +6.8% | +2.8% |
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