+151.7%
HYG vs TJX
+2,247.0%
-2,095.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -0.7% | -4.6% | +3.9% | 0.0% |
| 30D | -0.7% | -17.2% | +16.4% | +2.3% |
| 3M | -0.2% | -24.9% | +24.7% | +4.4% |
| 6M | +1.4% | -19.7% | +21.1% | +4.8% |
| YTD | +1.5% | -17.2% | +18.7% | +4.3% |
| 1Y | +2.9% | -9.4% | +12.3% | +4.1% |
| 3Y | +25.6% | +43.1% | -17.4% | +17.3% |
| 5Y | +18.6% | +96.7% | -78.1% | +4.0% |
| 10Y | +55.7% | +287.7% | -232.0% | +18.6% |
| All | +151.7% | +2,247.0% | -2,095.2% | +35.5% |
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