+42,545.6%
TJX vs DVA
+5,118.1%
+37,427.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.4% |
| 7D | -4.4% | -0.2% | -4.2% | -4.3% |
| 30D | -18.6% | +1.7% | -20.2% | -18.8% |
| 3M | -24.4% | -8.7% | -15.7% | -23.7% |
| 6M | -20.2% | +19.7% | -39.9% | -23.0% |
| YTD | -16.9% | +59.6% | -76.5% | -23.4% |
| 1Y | -8.5% | +37.1% | -45.6% | -13.8% |
| 3Y | +43.7% | +89.8% | -46.0% | +27.2% |
| 5Y | +97.3% | +47.4% | +50.0% | +77.9% |
| 10Y | +289.0% | +184.9% | +104.1% | +215.3% |
| All | +42,545.6% | +5,118.1% | +37,427.5% | +28,852.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling