+217.8%
INTU vs TJX
+287.7%
-70.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +3.0% |
| 7D | -3.3% | -4.6% | +1.2% | -0.9% |
| 30D | -3.9% | -17.2% | +13.2% | +5.8% |
| 3M | +16.6% | -24.9% | +41.5% | +35.1% |
| 6M | -26.4% | -19.7% | -6.8% | -18.4% |
| YTD | -51.0% | -17.2% | -33.8% | -46.6% |
| 1Y | -50.8% | -9.4% | -41.3% | -49.0% |
| 3Y | -40.1% | +43.1% | -83.1% | -52.0% |
| 5Y | -41.2% | +96.7% | -137.9% | -60.6% |
| All | +217.8% | +287.7% | -70.0% | +54.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling