+123.0%
IBM vs TJX
+95.5%
+27.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.0% |
| 7D | +3.6% | -4.6% | +8.2% | +4.7% |
| 30D | +3.1% | -17.2% | +20.3% | +7.9% |
| 3M | -10.8% | -24.9% | +14.1% | -4.5% |
| 6M | -0.8% | -19.7% | +18.8% | +4.2% |
| YTD | -16.2% | -17.2% | +1.0% | -12.8% |
| 1Y | -2.9% | -9.4% | +6.5% | -1.5% |
| 3Y | +79.8% | +43.1% | +36.8% | +61.8% |
| All | +123.0% | +95.5% | +27.6% | +88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling