+46.6%
TJX vs AVAV
+31.0%
+15.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.2% | -2.4% |
| 7D | -3.3% | +3.2% | -6.5% | -3.3% |
| 30D | -19.9% | -20.3% | +0.5% | -19.6% |
| 3M | -19.0% | -19.4% | +0.4% | -18.9% |
| 6M | -18.6% | -35.3% | +16.7% | -18.2% |
| YTD | -15.3% | -38.5% | +23.2% | -14.9% |
| 1Y | -7.3% | -37.2% | +29.9% | -7.3% |
| 3Y | +46.6% | +31.1% | +15.5% | +37.6% |
| All | +46.6% | +31.0% | +15.6% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling