+2,770.9%
AVGO vs TJX
+287.7%
+2,483.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +1.1% | -4.6% | +5.7% | +3.3% |
| 30D | -13.0% | -17.2% | +4.2% | -5.3% |
| 3M | -6.0% | -24.9% | +18.9% | +6.6% |
| 6M | +6.4% | -19.7% | +26.0% | +16.2% |
| YTD | +5.0% | -17.2% | +22.2% | +12.7% |
| 1Y | +1.4% | -9.4% | +10.8% | +3.7% |
| 3Y | +336.8% | +43.1% | +293.7% | +254.9% |
| 5Y | +698.2% | +96.7% | +601.5% | +449.0% |
| All | +2,770.9% | +287.7% | +2,483.2% | +1,525.8% |
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