+2.8%
GLD vs TJX
+4.8%
-2.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.2% | -1.5% | +3.8% |
| 7D | -0.3% | +4.6% | -4.9% | -0.2% |
| 30D | -1.9% | +7.7% | -9.6% | -1.6% |
| 3M | -0.4% | -7.8% | +7.4% | -1.5% |
| 6M | -10.2% | -5.8% | -4.4% | -11.4% |
| YTD | -6.0% | -4.9% | -1.1% | -5.2% |
| 1Y | +2.8% | +3.2% | -0.3% | +2.7% |
| All | +2.8% | +4.8% | -2.0% | +2.7% |
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