+188.9%
GS vs TJX
+97.7%
+91.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.9% |
| 7D | +3.4% | -3.3% | +6.7% | +4.9% |
| 30D | +0.2% | -19.9% | +20.0% | +10.7% |
| 3M | -0.3% | -19.0% | +18.7% | +9.1% |
| 6M | +27.4% | -18.6% | +45.9% | +38.8% |
| YTD | +19.6% | -15.3% | +34.9% | +27.4% |
| 1Y | +42.5% | -7.3% | +49.8% | +44.5% |
| 3Y | +240.4% | +46.6% | +193.9% | +171.5% |
| 5Y | +188.9% | +98.5% | +90.4% | +94.4% |
| All | +188.9% | +97.7% | +91.2% | +94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling