+283.9%
TJX vs AVAV
+494.3%
-210.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.4% | +3.2% | -1.6% |
| 7D | -4.0% | -3.2% | -0.8% | -3.7% |
| 30D | -20.3% | -25.6% | +5.2% | -18.1% |
| 3M | -23.3% | -20.2% | -3.0% | -22.1% |
| 6M | -19.7% | -38.1% | +18.3% | -17.0% |
| YTD | -17.1% | -41.8% | +24.7% | -14.7% |
| 1Y | -8.8% | -39.0% | +30.2% | -7.5% |
| 3Y | +43.4% | +24.1% | +19.3% | +26.3% |
| 5Y | +95.2% | +53.0% | +42.2% | +60.0% |
| All | +283.9% | +494.3% | -210.4% | +142.1% |
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