+1,154.5%
C vs TJX
+45,310.1%
-44,155.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +0.4% |
| 7D | +3.2% | -3.3% | +6.4% | +4.7% |
| 30D | +1.3% | -19.9% | +21.1% | +11.9% |
| 3M | +3.1% | -19.0% | +22.2% | +12.9% |
| 6M | +29.6% | -18.6% | +48.2% | +41.5% |
| YTD | +19.0% | -15.3% | +34.2% | +27.3% |
| 1Y | +45.6% | -7.3% | +53.0% | +49.5% |
| 3Y | +269.3% | +46.6% | +222.7% | +205.4% |
| 5Y | +131.6% | +98.5% | +33.1% | +63.6% |
| 10Y | +286.5% | +289.1% | -2.5% | +103.9% |
| All | +1,154.5% | +45,310.1% | -44,155.6% | +33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling