+2,768.8%
GE vs TJX
+44,429.6%
-41,660.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -2.8% | -4.4% | +1.6% | -1.3% |
| 30D | -11.9% | -18.6% | +6.6% | -5.6% |
| 3M | +1.8% | -24.4% | +26.2% | +11.6% |
| 6M | -0.6% | -20.2% | +19.6% | +7.0% |
| YTD | +5.5% | -16.9% | +22.5% | +12.1% |
| 1Y | +15.0% | -8.5% | +23.5% | +17.9% |
| 3Y | +269.5% | +43.7% | +225.8% | +224.6% |
| 5Y | +422.4% | +97.3% | +325.1% | +309.4% |
| 10Y | +151.0% | +289.0% | -138.0% | +59.4% |
| All | +2,768.8% | +44,429.6% | -41,660.8% | +473.4% |
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