+292.4%
C vs TJX
+287.7%
+4.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | +0.8% | -4.6% | +5.4% | +3.7% |
| 30D | +0.9% | -17.2% | +18.1% | +13.4% |
| 3M | +1.1% | -24.9% | +26.0% | +19.9% |
| 6M | +28.4% | -19.7% | +48.1% | +45.7% |
| YTD | +20.8% | -17.2% | +38.0% | +34.0% |
| 1Y | +43.4% | -9.4% | +52.9% | +50.0% |
| 3Y | +274.9% | +43.1% | +231.8% | +187.6% |
| 5Y | +136.7% | +96.7% | +40.0% | +41.6% |
| All | +292.4% | +287.7% | +4.7% | +64.9% |
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