+14.4%
BABA vs TJX
+289.0%
-274.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -2.9% | -4.4% | +1.5% | -1.6% |
| 30D | -15.1% | -18.6% | +3.5% | -9.8% |
| 3M | -5.0% | -24.4% | +19.3% | +3.0% |
| 6M | -19.9% | -20.2% | +0.3% | -14.8% |
| YTD | -25.3% | -16.9% | -8.3% | -21.6% |
| 1Y | -23.9% | -8.5% | -15.4% | -22.7% |
| 3Y | +28.1% | +43.7% | -15.6% | +11.9% |
| 5Y | -31.4% | +97.3% | -128.7% | -46.3% |
| All | +14.4% | +289.0% | -274.5% | -22.7% |
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