+755.6%
GOOGL vs TJX
+287.7%
+467.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | 0.0% | -4.6% | +4.6% | +1.9% |
| 30D | -1.4% | -17.2% | +15.8% | +6.3% |
| 3M | -5.3% | -24.9% | +19.6% | +5.9% |
| 6M | +9.8% | -19.7% | +29.5% | +19.2% |
| YTD | +8.4% | -17.2% | +25.6% | +16.0% |
| 1Y | +41.2% | -9.4% | +50.6% | +45.3% |
| 3Y | +149.6% | +43.1% | +106.5% | +110.4% |
| 5Y | +142.6% | +96.7% | +45.9% | +76.3% |
| All | +755.6% | +287.7% | +467.8% | +404.8% |
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