+945.5%
HOOD vs TJX
+43.2%
+902.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -9.1% | -4.4% | -4.8% | -6.9% |
| 30D | +20.1% | -18.6% | +38.6% | +33.9% |
| 3M | +31.2% | -24.4% | +55.6% | +52.7% |
| 6M | +44.3% | -20.2% | +64.6% | +61.3% |
| YTD | +0.2% | -16.9% | +17.1% | +7.7% |
| 1Y | -3.5% | -8.5% | +5.0% | -6.5% |
| All | +945.5% | +43.2% | +902.3% | +546.4% |
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