+3,015.3%
CVNA vs TJX
+264.7%
+2,750.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.3% |
| 7D | -7.3% | -4.6% | -2.7% | -3.4% |
| 30D | -4.6% | -17.2% | +12.6% | +12.2% |
| 3M | +2.0% | -24.9% | +26.9% | +30.4% |
| 6M | +11.7% | -19.7% | +31.4% | +33.5% |
| YTD | -18.1% | -17.2% | -0.9% | -5.5% |
| 1Y | -2.4% | -9.4% | +7.0% | +2.8% |
| 3Y | +580.6% | +43.1% | +537.5% | +369.0% |
| 5Y | +4.9% | +96.7% | -91.8% | -43.8% |
| All | +3,015.3% | +264.7% | +2,750.6% | +970.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling