+43.1%
TJX vs TEVA
+280.8%
-237.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.4% | -0.4% |
| 7D | -4.6% | +2.0% | -6.6% | -4.7% |
| 30D | -17.2% | +1.0% | -18.1% | -17.2% |
| 3M | -24.9% | +7.3% | -32.2% | -25.3% |
| 6M | -19.7% | +21.7% | -41.4% | -20.7% |
| YTD | -17.2% | +18.8% | -36.0% | -18.2% |
| 1Y | -9.4% | +86.5% | -95.9% | -12.3% |
| 3Y | +43.1% | +269.4% | -226.3% | +32.4% |
| All | +43.1% | +280.8% | -237.7% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling