+142.4%
GILD vs TJX
+95.5%
+47.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.9% |
| 3M | +14.9% | -24.9% | +39.8% | +23.5% |
| 6M | -0.4% | -19.7% | +19.3% | +5.1% |
| YTD | +18.5% | -17.2% | +35.7% | +23.9% |
| 1Y | +25.1% | -9.4% | +34.5% | +27.5% |
| 3Y | +105.9% | +43.1% | +62.8% | +84.9% |
| All | +142.4% | +95.5% | +47.0% | +96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling