+632.4%
GEV vs TJX
+30.0%
+602.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.7% |
| 7D | +1.6% | -4.6% | +6.2% | +2.3% |
| 30D | -7.9% | -17.2% | +9.2% | -5.3% |
| 3M | +5.6% | -24.9% | +30.5% | +11.0% |
| 6M | +13.1% | -19.7% | +32.7% | +16.1% |
| YTD | +46.7% | -17.2% | +63.9% | +48.9% |
| 1Y | +51.3% | -9.4% | +60.7% | +47.4% |
| All | +632.4% | +30.0% | +602.4% | +518.1% |
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 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