+223.3%
HOOD vs TJX
+98.8%
+124.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | -7.8% | -4.6% | -3.2% | -4.7% |
| 30D | +18.6% | -17.2% | +35.8% | +34.7% |
| 3M | +22.1% | -24.9% | +47.0% | +47.6% |
| 6M | +43.1% | -19.7% | +62.7% | +63.4% |
| YTD | -0.5% | -17.2% | +16.7% | +10.2% |
| 1Y | -4.4% | -9.4% | +5.0% | -2.8% |
| 3Y | +938.5% | +43.1% | +895.4% | +628.2% |
| 5Y | +173.4% | +96.7% | +76.7% | +44.6% |
| All | +223.3% | +98.8% | +124.5% | +80.2% |
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