+95.2%
TJX vs OVV
+162.0%
-66.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.2% |
| 7D | -4.0% | -3.8% | -0.2% | -3.7% |
| 30D | -20.3% | +1.3% | -21.6% | -20.4% |
| 3M | -23.3% | +14.3% | -37.6% | -24.1% |
| 6M | -19.7% | +21.1% | -40.8% | -21.3% |
| YTD | -17.1% | +66.0% | -83.2% | -21.1% |
| 1Y | -8.8% | +59.3% | -68.1% | -13.0% |
| 3Y | +43.4% | +47.6% | -4.2% | +35.6% |
| 5Y | +95.2% | +162.0% | -66.7% | +66.5% |
| All | +95.2% | +162.0% | -66.7% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling