+97.2%
TJX vs CTVA
+102.9%
-5.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -4.6% | -4.5% | -0.1% | -3.7% |
| 30D | -17.2% | +11.3% | -28.5% | -19.1% |
| 3M | -24.9% | +12.3% | -37.2% | -27.0% |
| 6M | -19.7% | +7.2% | -26.8% | -21.3% |
| YTD | -17.2% | +26.0% | -43.2% | -22.2% |
| 1Y | -9.4% | +16.0% | -25.5% | -13.4% |
| 3Y | +43.1% | +73.9% | -30.8% | +20.8% |
| All | +97.2% | +102.9% | -5.8% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling