+283.6%
TJX vs APTV
-16.1%
+299.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -4.6% | -5.0% | +0.4% | -3.2% |
| 30D | -17.2% | -6.1% | -11.1% | -15.8% |
| 3M | -24.9% | -33.0% | +8.1% | -16.7% |
| 6M | -19.7% | -35.2% | +15.6% | -11.1% |
| YTD | -17.2% | -40.1% | +23.0% | -6.8% |
| 1Y | -9.4% | -45.6% | +36.2% | +4.6% |
| 3Y | +43.1% | -54.4% | +97.4% | +67.7% |
| 5Y | +96.7% | -68.9% | +165.6% | +153.2% |
| All | +283.6% | -16.1% | +299.7% | +258.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 10y: compounded portfolio wealth divided by compounded APTV 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…
10y analysis · Full analysis span regression · 6 months rolling