-30.5%
BABA vs TJX
+94.1%
-124.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -2.1% |
| 7D | -2.2% | -4.0% | +1.8% | -0.7% |
| 30D | -17.3% | -20.3% | +3.0% | -10.1% |
| 3M | -7.8% | -23.3% | +15.5% | +1.6% |
| 6M | -16.8% | -19.7% | +3.0% | -10.1% |
| YTD | -24.7% | -17.1% | -7.5% | -20.0% |
| 1Y | -24.9% | -8.8% | -16.2% | -23.9% |
| 3Y | +29.1% | +43.4% | -14.3% | +3.9% |
| 5Y | -30.5% | +95.2% | -125.7% | -52.7% |
| All | -30.5% | +94.1% | -124.6% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling