+283.6%
TJX vs DVA
+187.8%
+95.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -4.6% | -1.3% | -3.3% | -4.3% |
| 30D | -17.2% | 0.0% | -17.2% | -17.2% |
| 3M | -24.9% | -10.9% | -14.0% | -23.6% |
| 6M | -19.7% | +17.3% | -36.9% | -23.7% |
| YTD | -17.2% | +59.8% | -77.0% | -27.3% |
| 1Y | -9.4% | +36.3% | -45.7% | -17.5% |
| 3Y | +43.1% | +88.6% | -45.5% | +16.6% |
| 5Y | +96.7% | +47.5% | +49.2% | +67.0% |
| All | +283.6% | +187.8% | +95.8% | +166.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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