-39.8%
BABA vs TJX
+108.4%
-148.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | -13.8% | -0.3% | -13.4% | -13.7% |
| 30D | -15.1% | -5.6% | -9.5% | -13.4% |
| 3M | -22.7% | -12.3% | -10.4% | -19.0% |
| 6M | -34.7% | -7.7% | -27.0% | -33.3% |
| YTD | -35.0% | -11.4% | -23.6% | -32.8% |
| 1Y | -40.4% | -7.0% | -33.4% | -39.9% |
| 3Y | +21.9% | +53.3% | -31.3% | -6.6% |
| All | -39.8% | +108.4% | -148.1% | -62.7% |
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