+1,580.6%
ASML vs TJX
+317.6%
+1,263.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.9% |
| 7D | +2.5% | -5.7% | +8.3% | +5.5% |
| 30D | -12.2% | -3.9% | -8.4% | -10.9% |
| 3M | -14.6% | -12.1% | -2.5% | -9.8% |
| 6M | -1.7% | -7.8% | +6.0% | +0.3% |
| YTD | +44.3% | -10.4% | +54.7% | +49.1% |
| 1Y | +51.0% | -5.5% | +56.5% | +51.6% |
| 3Y | +137.6% | +55.0% | +82.6% | +84.7% |
| 5Y | +92.7% | +114.2% | -21.5% | +27.2% |
| 10Y | +1,580.6% | +314.8% | +1,265.8% | +786.3% |
| All | +1,580.6% | +317.6% | +1,263.0% | +786.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 TJX 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