-35.3%
BABA vs TJX
+4.8%
-40.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.2% | -0.3% | +4.7% |
| 7D | +4.3% | +4.6% | -0.3% | +4.1% |
| 30D | -5.0% | +7.7% | -12.7% | -5.1% |
| 3M | -18.4% | -7.8% | -10.5% | -19.9% |
| 6M | -20.3% | -5.8% | -14.5% | -20.7% |
| YTD | -27.5% | -4.9% | -22.6% | -26.6% |
| 1Y | -35.3% | +3.2% | -38.5% | -28.8% |
| All | -35.3% | +4.8% | -40.1% | -28.8% |
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 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