+97,349.7%
ASML vs TJX
+50,619.2%
+46,730.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +1.1% | -2.2% | +3.4% | +2.1% |
| 30D | +2.2% | -17.1% | +19.3% | +11.0% |
| 3M | -2.3% | -16.5% | +14.2% | +4.9% |
| 6M | +23.0% | -17.8% | +40.8% | +33.1% |
| YTD | +61.1% | -13.2% | +74.3% | +69.5% |
| 1Y | +129.1% | -5.2% | +134.3% | +130.9% |
| 3Y | +165.4% | +48.2% | +117.1% | +117.4% |
| 5Y | +109.5% | +99.8% | +9.7% | +49.7% |
| 10Y | +1,645.7% | +291.1% | +1,354.6% | +778.2% |
| All | +97,349.7% | +50,619.2% | +46,730.6% | +10,935.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling