+30,424.6%
HD vs TJX
+45,310.1%
-14,885.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -1.3% |
| 7D | -1.2% | -3.3% | +2.1% | +0.2% |
| 30D | -11.1% | -19.9% | +8.7% | -2.8% |
| 3M | +2.0% | -19.0% | +21.1% | +11.0% |
| 6M | -10.5% | -18.6% | +8.1% | -2.8% |
| YTD | -6.9% | -15.3% | +8.4% | -0.6% |
| 1Y | -23.2% | -7.3% | -15.8% | -21.0% |
| 3Y | +3.1% | +46.6% | -43.5% | -12.3% |
| 5Y | +7.4% | +98.5% | -91.1% | -20.1% |
| 10Y | +205.0% | +289.1% | -84.1% | +68.5% |
| All | +30,424.6% | +45,310.1% | -14,885.5% | +3,343.1% |
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