+384.1%
GLW vs TJX
+95.5%
+288.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | +7.8% | -4.6% | +12.4% | +9.2% |
| 30D | -0.4% | -17.2% | +16.7% | +5.1% |
| 3M | -5.6% | -24.9% | +19.3% | +2.3% |
| 6M | +26.7% | -19.7% | +46.4% | +33.0% |
| YTD | +91.0% | -17.2% | +108.2% | +97.4% |
| 1Y | +122.4% | -9.4% | +131.8% | +119.8% |
| 3Y | +471.0% | +43.1% | +427.9% | +351.3% |
| All | +384.1% | +95.5% | +288.7% | +223.7% |
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 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