+198.8%
GS vs TJX
+55.2%
+143.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +5.1% | -1.5% | +6.7% | +5.7% |
| 30D | +2.4% | -3.6% | +6.0% | +3.7% |
| 3M | -11.5% | -10.3% | -1.2% | -8.2% |
| 6M | -2.5% | -8.6% | +6.1% | -0.8% |
| YTD | +5.5% | -10.3% | +15.8% | +8.1% |
| 1Y | +11.0% | -6.4% | +17.5% | +11.3% |
| All | +198.8% | +55.2% | +143.6% | +148.3% |
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