+46.9%
GILD vs TJX
-3.0%
+49.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +0.9% |
| 7D | -0.6% | -2.0% | +1.4% | -0.1% |
| 30D | +12.0% | -0.5% | +12.5% | +12.3% |
| 3M | +27.8% | -14.1% | +41.9% | +31.3% |
| 6M | +30.5% | -9.4% | +39.9% | +32.2% |
| YTD | +40.4% | -9.2% | +49.7% | +44.4% |
| All | +46.9% | -3.0% | +49.8% | +49.9% |
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