+2,064.0%
GS vs TJX
+4,409.3%
-2,345.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +0.9% | -2.2% | +3.2% | +2.1% |
| 30D | -1.6% | -17.1% | +15.6% | +7.8% |
| 3M | -4.5% | -16.5% | +12.0% | +3.6% |
| 6M | +20.9% | -17.8% | +38.7% | +32.0% |
| YTD | +19.9% | -13.2% | +33.1% | +27.0% |
| 1Y | +41.4% | -5.2% | +46.6% | +43.1% |
| 3Y | +239.2% | +48.2% | +190.9% | +173.6% |
| 5Y | +185.0% | +99.8% | +85.3% | +94.9% |
| 10Y | +655.0% | +291.1% | +363.8% | +261.0% |
| All | +2,064.0% | +4,409.3% | -2,345.3% | +280.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling