+216.0%
C vs TJX
+53.4%
+162.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.4% |
| 7D | +4.2% | -0.3% | +4.5% | +4.3% |
| 30D | +2.0% | -5.6% | +7.6% | +4.2% |
| 3M | -10.1% | -12.3% | +2.2% | -5.5% |
| 6M | +1.0% | -7.7% | +8.7% | +2.6% |
| YTD | +8.5% | -11.4% | +19.9% | +12.5% |
| 1Y | +25.7% | -7.0% | +32.8% | +27.4% |
| 3Y | +216.0% | +53.3% | +162.7% | +175.1% |
| All | +216.0% | +53.4% | +162.6% | +175.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling