+215.0%
GLD vs TJX
+287.7%
-72.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -2.0% | -4.6% | +2.6% | -2.0% |
| 30D | -1.5% | -17.2% | +15.6% | -1.5% |
| 3M | +3.2% | -24.9% | +28.1% | +3.3% |
| 6M | -16.3% | -19.7% | +3.4% | -16.3% |
| YTD | +0.6% | -17.2% | +17.8% | +0.6% |
| 1Y | +19.1% | -9.4% | +28.5% | +19.1% |
| 3Y | +123.5% | +43.1% | +80.4% | +123.0% |
| 5Y | +138.5% | +96.7% | +41.8% | +138.3% |
| All | +215.0% | +287.7% | -72.7% | +215.5% |
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