+0.5%
HD vs TJX
+43.2%
-42.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.8% | -1.7% |
| 7D | -3.9% | -4.4% | +0.5% | -1.5% |
| 30D | -13.1% | -18.6% | +5.4% | -2.8% |
| 3M | -3.4% | -24.4% | +20.9% | +12.4% |
| 6M | -12.6% | -20.2% | +7.7% | -1.5% |
| YTD | -9.2% | -16.9% | +7.7% | -0.2% |
| 1Y | -23.9% | -8.5% | -15.4% | -20.9% |
| All | +0.5% | +43.2% | -42.6% | -17.6% |
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