+284.9%
TJX vs OVV
+57.3%
+227.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -4.4% | -2.9% | -1.5% | -4.1% |
| 30D | -18.6% | +0.9% | -19.4% | -18.7% |
| 3M | -24.4% | +11.0% | -35.4% | -25.4% |
| 6M | -20.2% | +22.3% | -42.5% | -22.5% |
| YTD | -16.9% | +65.1% | -82.0% | -22.2% |
| 1Y | -8.5% | +53.1% | -61.6% | -13.7% |
| 3Y | +43.7% | +46.7% | -3.0% | +33.8% |
| 5Y | +97.3% | +155.5% | -58.2% | +65.9% |
| All | +284.9% | +57.3% | +227.6% | +179.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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