+800.7%
GLD vs TJX
+2,732.1%
-1,931.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.8% |
| 7D | +0.7% | -3.3% | +4.0% | +0.7% |
| 30D | +0.3% | -19.9% | +20.2% | 0.0% |
| 3M | +0.6% | -19.0% | +19.7% | +0.3% |
| 6M | -15.6% | -18.6% | +3.0% | -15.8% |
| YTD | +0.9% | -15.3% | +16.2% | +0.6% |
| 1Y | +19.4% | -7.3% | +26.7% | +19.3% |
| 3Y | +124.5% | +46.6% | +77.9% | +125.9% |
| 5Y | +138.9% | +98.5% | +40.4% | +142.0% |
| 10Y | +213.3% | +289.1% | -75.8% | +223.8% |
| All | +800.7% | +2,732.1% | -1,931.4% | +843.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling