+37.4%
GILD vs TJX
-4.4%
+41.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +3.7% | -2.2% | +5.9% | +4.0% |
| 30D | +14.6% | -17.1% | +31.8% | +18.0% |
| 3M | +17.7% | -16.5% | +34.1% | +20.5% |
| 6M | +3.1% | -17.8% | +20.9% | +5.5% |
| YTD | +24.5% | -13.2% | +37.8% | +28.2% |
| 1Y | +37.4% | -5.2% | +42.6% | +40.2% |
| All | +37.4% | -4.4% | +41.8% | +40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling