+780.7%
GOOG vs TJX
+287.7%
+492.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.7% |
| 7D | 0.0% | -4.6% | +4.6% | +1.9% |
| 30D | -2.0% | -17.2% | +15.2% | +5.7% |
| 3M | -5.9% | -24.9% | +19.0% | +5.2% |
| 6M | +8.9% | -19.7% | +28.6% | +18.1% |
| YTD | +7.1% | -17.2% | +24.3% | +14.5% |
| 1Y | +39.7% | -9.4% | +49.1% | +43.6% |
| 3Y | +145.8% | +43.1% | +102.8% | +107.3% |
| 5Y | +138.6% | +96.7% | +41.9% | +73.6% |
| All | +780.7% | +287.7% | +492.9% | +422.8% |
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