+41.4%
GS vs TJX
-4.4%
+45.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +0.9% | -2.2% | +3.2% | +1.2% |
| 30D | -1.6% | -17.1% | +15.6% | 0.0% |
| 3M | -4.5% | -16.5% | +12.0% | -3.0% |
| 6M | +20.9% | -17.8% | +38.7% | +22.0% |
| YTD | +19.9% | -13.2% | +33.1% | +21.3% |
| 1Y | +41.4% | -5.2% | +46.6% | +41.2% |
| All | +41.4% | -4.4% | +45.8% | +41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling