+168.5%
TJX vs CTVA
+208.7%
-40.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -4.6% | -4.5% | -0.1% | -3.1% |
| 30D | -17.2% | +11.3% | -28.5% | -20.2% |
| 3M | -24.9% | +12.3% | -37.2% | -28.3% |
| 6M | -19.7% | +7.2% | -26.8% | -22.3% |
| YTD | -17.2% | +26.0% | -43.2% | -24.6% |
| 1Y | -9.4% | +16.0% | -25.5% | -15.5% |
| 3Y | +43.1% | +73.9% | -30.8% | +11.3% |
| 5Y | +96.7% | +103.8% | -7.1% | +38.8% |
| All | +168.5% | +208.7% | -40.2% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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