+43.1%
TJX vs CTVA
+74.2%
-31.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -4.6% | -4.5% | -0.1% | -4.1% |
| 30D | -17.2% | +11.3% | -28.5% | -18.2% |
| 3M | -24.9% | +12.3% | -37.2% | -26.1% |
| 6M | -19.7% | +7.2% | -26.8% | -20.6% |
| YTD | -17.2% | +26.0% | -43.2% | -20.3% |
| 1Y | -9.4% | +16.0% | -25.5% | -11.8% |
| 3Y | +43.1% | +73.9% | -30.8% | +29.9% |
| All | +43.1% | +74.2% | -31.1% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling