+149.6%
GOOGL vs TJX
+42.7%
+106.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | 0.0% | -4.6% | +4.6% | +1.5% |
| 30D | -1.4% | -17.2% | +15.8% | +4.5% |
| 3M | -5.3% | -24.9% | +19.6% | +3.5% |
| 6M | +9.8% | -19.7% | +29.5% | +17.1% |
| YTD | +8.4% | -17.2% | +25.6% | +14.1% |
| 1Y | +41.2% | -9.4% | +50.6% | +42.8% |
| 3Y | +149.6% | +43.1% | +106.5% | +104.8% |
| All | +149.6% | +42.7% | +106.9% | +104.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling