+32.3%
DIS vs TJX
+43.2%
-10.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.3% | +1.5% |
| 7D | -1.3% | -4.4% | +3.1% | +0.6% |
| 30D | +2.2% | -18.6% | +20.8% | +11.5% |
| 3M | +8.1% | -24.4% | +32.5% | +21.8% |
| 6M | +5.2% | -20.2% | +25.5% | +15.6% |
| YTD | -6.3% | -16.9% | +10.7% | +0.9% |
| 1Y | -7.3% | -8.5% | +1.2% | -4.9% |
| All | +32.3% | +43.2% | -10.9% | +9.8% |
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