+321.4%
TJX vs AVAV
+327.1%
-5.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.3% |
| 7D | -1.5% | +18.4% | -19.9% | -3.2% |
| 30D | -3.6% | -4.9% | +1.4% | -3.4% |
| 3M | -10.3% | -37.7% | +27.3% | -6.5% |
| 6M | -8.6% | -28.4% | +19.8% | -7.1% |
| YTD | -10.3% | -50.0% | +39.7% | -6.7% |
| 1Y | -6.4% | -62.6% | +56.2% | +0.4% |
| 3Y | +55.0% | -0.6% | +55.6% | +39.7% |
| 5Y | +112.4% | +31.9% | +80.5% | +76.1% |
| All | +321.4% | +327.1% | -5.7% | +186.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling