+122.2%
GLD vs TJX
+43.2%
+79.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -2.0% | -1.7% |
| 7D | -3.4% | -4.4% | +1.0% | -3.3% |
| 30D | -1.1% | -18.6% | +17.4% | -1.0% |
| 3M | +5.8% | -24.4% | +30.2% | +6.2% |
| 6M | -17.1% | -20.2% | +3.2% | -17.0% |
| YTD | 0.0% | -16.9% | +16.9% | +0.1% |
| 1Y | +18.2% | -8.5% | +26.7% | +17.6% |
| All | +122.2% | +43.2% | +79.0% | +116.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling