+1,767.1%
ASML vs TJX
+283.2%
+1,483.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.0% |
| 7D | +2.8% | -4.0% | +6.8% | +4.7% |
| 30D | -0.2% | -20.3% | +20.1% | +10.9% |
| 3M | -2.6% | -23.3% | +20.7% | +9.4% |
| 6M | +27.9% | -19.7% | +47.6% | +40.4% |
| YTD | +62.4% | -17.1% | +79.6% | +74.9% |
| 1Y | +116.2% | -8.8% | +125.0% | +121.1% |
| 3Y | +182.4% | +43.4% | +139.0% | +128.6% |
| 5Y | +112.4% | +95.2% | +17.2% | +46.8% |
| 10Y | +1,767.1% | +288.1% | +1,479.0% | +906.1% |
| All | +1,767.1% | +283.2% | +1,483.9% | +906.1% |
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