+231.1%
GM vs TJX
+287.7%
-56.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -2.4% | -4.6% | +2.1% | +0.5% |
| 30D | -1.1% | -17.2% | +16.1% | +11.3% |
| 3M | +6.1% | -24.9% | +31.0% | +26.8% |
| 6M | +15.0% | -19.7% | +34.6% | +31.1% |
| YTD | +6.0% | -17.2% | +23.2% | +18.2% |
| 1Y | +47.1% | -9.4% | +56.5% | +54.5% |
| 3Y | +170.5% | +43.1% | +127.4% | +107.2% |
| 5Y | +80.5% | +96.7% | -16.2% | +10.0% |
| All | +231.1% | +287.7% | -56.7% | +40.2% |
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