-6.8%
AVGO vs TJX
+4.8%
-11.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.2% | -7.2% | -1.0% |
| 7D | -7.5% | +4.6% | -12.1% | -6.6% |
| 30D | -10.2% | +7.7% | -17.9% | -9.3% |
| 3M | -22.0% | -7.8% | -14.2% | -23.4% |
| 6M | -21.6% | -5.8% | -15.8% | -22.7% |
| YTD | -5.4% | -4.9% | -0.6% | -5.6% |
| 1Y | -6.8% | +3.2% | -10.0% | -3.1% |
| All | -6.8% | +4.8% | -11.6% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling