+25.1%
GILD vs TJX
-9.1%
+34.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.7% |
| 7D | -4.8% | -4.6% | -0.2% | -4.1% |
| 30D | +5.8% | -17.2% | +22.9% | +8.9% |
| 3M | +14.9% | -24.9% | +39.8% | +19.4% |
| 6M | -0.4% | -19.7% | +19.3% | +2.9% |
| YTD | +18.5% | -17.2% | +35.7% | +23.0% |
| 1Y | +25.1% | -9.4% | +34.5% | +28.9% |
| All | +25.1% | -9.1% | +34.3% | +28.9% |
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