+283.6%
TJX vs TEVA
-22.9%
+306.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.4% | -0.6% |
| 7D | -4.6% | +2.0% | -6.6% | -4.9% |
| 30D | -17.2% | +1.0% | -18.1% | -17.3% |
| 3M | -24.9% | +7.3% | -32.2% | -25.8% |
| 6M | -19.7% | +21.7% | -41.4% | -22.1% |
| YTD | -17.2% | +18.8% | -36.0% | -19.6% |
| 1Y | -9.4% | +86.5% | -95.9% | -17.6% |
| 3Y | +43.1% | +269.4% | -226.3% | +14.4% |
| 5Y | +96.7% | +303.6% | -206.9% | +50.9% |
| All | +283.6% | -22.9% | +306.6% | +225.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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