+231.1%
HOOD vs TJX
+99.0%
+132.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -0.3% |
| 7D | +7.7% | -4.0% | +11.7% | +10.9% |
| 30D | +22.0% | -20.3% | +42.3% | +42.4% |
| 3M | +37.6% | -23.3% | +60.9% | +63.9% |
| 6M | +45.3% | -19.7% | +65.0% | +66.0% |
| YTD | +1.9% | -17.1% | +19.1% | +12.8% |
| 1Y | -2.7% | -8.8% | +6.1% | -1.7% |
| 3Y | +973.4% | +43.4% | +930.0% | +651.4% |
| 5Y | +179.3% | +95.2% | +84.0% | +45.9% |
| All | +231.1% | +99.0% | +132.1% | +84.4% |
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 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