+639.9%
GS vs TJX
+287.7%
+352.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.1% |
| 7D | -0.9% | -4.6% | +3.7% | +1.6% |
| 30D | -0.3% | -17.2% | +16.9% | +10.2% |
| 3M | -0.1% | -24.9% | +24.8% | +15.8% |
| 6M | +26.1% | -19.7% | +45.8% | +40.5% |
| YTD | +18.8% | -17.2% | +36.0% | +29.6% |
| 1Y | +33.7% | -9.4% | +43.2% | +38.4% |
| 3Y | +238.9% | +43.1% | +195.9% | +169.2% |
| 5Y | +187.9% | +96.7% | +91.2% | +86.7% |
| All | +639.9% | +287.7% | +352.1% | +246.7% |
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