+3.2%
TJX vs AVAV
-68.0%
+71.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -8.3% | +13.5% | +5.2% |
| 7D | +4.6% | -10.1% | +14.7% | +4.7% |
| 30D | +7.7% | -18.7% | +26.4% | +7.9% |
| 3M | -7.8% | -33.0% | +25.2% | -7.4% |
| 6M | -5.8% | -37.2% | +31.4% | -5.7% |
| YTD | -4.9% | -53.2% | +48.3% | -3.7% |
| 1Y | +3.2% | -69.0% | +72.1% | +5.2% |
| All | +3.2% | -68.0% | +71.2% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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