+23.1%
IGV vs TJX
+95.5%
-72.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | -2.9% | -4.6% | +1.7% | -0.8% |
| 30D | -1.5% | -17.2% | +15.6% | +7.3% |
| 3M | +11.7% | -24.9% | +36.6% | +27.2% |
| 6M | +18.4% | -19.7% | +38.1% | +29.6% |
| YTD | -3.9% | -17.2% | +13.3% | +3.0% |
| 1Y | -9.7% | -9.4% | -0.2% | -8.3% |
| 3Y | +38.4% | +43.1% | -4.6% | +6.4% |
| All | +23.1% | +95.5% | -72.3% | -23.2% |
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