+159.7%
GILD vs TJX
+287.7%
-128.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.7% |
| 7D | -4.8% | -4.6% | -0.2% | -3.7% |
| 30D | +5.8% | -17.2% | +22.9% | +10.7% |
| 3M | +14.9% | -24.9% | +39.8% | +23.2% |
| 6M | -0.4% | -19.7% | +19.3% | +4.9% |
| YTD | +18.5% | -17.2% | +35.7% | +23.7% |
| 1Y | +25.1% | -9.4% | +34.5% | +27.5% |
| 3Y | +105.9% | +43.1% | +62.8% | +86.4% |
| 5Y | +143.0% | +96.7% | +46.3% | +101.0% |
| All | +159.7% | +287.7% | -128.0% | +74.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling