+13,469.6%
INTU vs TJX
+19,413.8%
-5,944.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.7% |
| 7D | -8.5% | -4.0% | -4.5% | -7.0% |
| 30D | -6.1% | -20.3% | +14.2% | +2.2% |
| 3M | +7.3% | -23.3% | +30.6% | +18.5% |
| 6M | -33.2% | -19.7% | -13.5% | -27.9% |
| YTD | -52.2% | -17.1% | -35.0% | -49.0% |
| 1Y | -52.7% | -8.8% | -43.9% | -51.5% |
| 3Y | -41.6% | +43.4% | -85.0% | -49.7% |
| 5Y | -42.6% | +95.2% | -137.9% | -56.0% |
| 10Y | +211.0% | +288.1% | -77.0% | +81.6% |
| All | +13,469.6% | +19,413.8% | -5,944.3% | +2,154.2% |
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 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