+2,249.7%
TJX vs AVAV
+370.1%
+1,879.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.6% | -0.8% |
| 7D | -0.3% | +4.2% | -4.6% | -0.9% |
| 30D | -5.6% | -2.6% | -3.0% | -5.7% |
| 3M | -12.3% | -38.0% | +25.6% | -7.6% |
| 6M | -7.7% | -27.0% | +19.3% | -6.0% |
| YTD | -11.4% | -51.4% | +40.0% | -6.6% |
| 1Y | -7.0% | -60.2% | +53.2% | +0.3% |
| 3Y | +53.3% | -6.7% | +59.9% | +39.0% |
| 5Y | +109.9% | +28.3% | +81.6% | +73.5% |
| 10Y | +310.0% | +320.5% | -10.5% | +159.4% |
| All | +2,249.7% | +370.1% | +1,879.6% | +1,166.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling