+2,467.6%
IBM vs TJX
+44,323.9%
-41,856.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.2% | +5.6% | +3.9% |
| 7D | +3.6% | -4.0% | +7.5% | +4.6% |
| 30D | +1.5% | -20.3% | +21.9% | +7.3% |
| 3M | -12.9% | -23.3% | +10.4% | -7.2% |
| 6M | -3.9% | -19.7% | +15.8% | +1.0% |
| YTD | -17.3% | -17.1% | -0.2% | -13.9% |
| 1Y | -5.0% | -8.8% | +3.8% | -3.4% |
| 3Y | +78.2% | +43.4% | +34.8% | +61.5% |
| 5Y | +120.6% | +95.2% | +25.4% | +82.8% |
| 10Y | +144.5% | +288.1% | -143.6% | +69.4% |
| All | +2,467.6% | +44,323.9% | -41,856.2% | +603.4% |
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