+75.8%
GM vs TJX
+95.5%
-19.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -2.4% | -4.6% | +2.1% | +0.3% |
| 30D | -1.1% | -17.2% | +16.1% | +10.4% |
| 3M | +6.1% | -24.9% | +31.0% | +25.4% |
| 6M | +15.0% | -19.7% | +34.6% | +30.0% |
| YTD | +6.0% | -17.2% | +23.2% | +17.3% |
| 1Y | +47.1% | -9.4% | +56.5% | +53.6% |
| 3Y | +170.5% | +43.1% | +127.4% | +106.0% |
| All | +75.8% | +95.5% | -19.7% | +7.3% |
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 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