+206.4%
HD vs TJX
+287.7%
-81.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | -3.8% | -4.6% | +0.8% | -1.5% |
| 30D | -9.4% | -17.2% | +7.7% | -0.3% |
| 3M | -4.6% | -24.9% | +20.3% | +10.3% |
| 6M | -10.1% | -19.7% | +9.6% | +0.3% |
| YTD | -8.3% | -17.2% | +8.9% | +0.6% |
| 1Y | -25.0% | -9.4% | -15.6% | -21.5% |
| 3Y | +1.5% | +43.1% | -41.5% | -16.4% |
| 5Y | +5.6% | +96.7% | -91.1% | -27.2% |
| All | +206.4% | +287.7% | -81.3% | +46.9% |
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 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