-19.7%
TJX vs APTV
-37.3%
+17.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -2.0% |
| 7D | -4.0% | -1.2% | -2.8% | -3.8% |
| 30D | -20.3% | -10.6% | -9.7% | -19.8% |
| 3M | -23.3% | -35.0% | +11.7% | -21.1% |
| 6M | -19.7% | -38.9% | +19.2% | -18.0% |
| All | -19.7% | -37.3% | +17.6% | -18.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling