-21.7%
IONQ vs TJX
-8.8%
-12.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.3% |
| 7D | -5.6% | -4.4% | -1.2% | -7.9% |
| 30D | -15.2% | -18.6% | +3.4% | -24.6% |
| 3M | -34.9% | -24.4% | -10.6% | -43.8% |
| 6M | +4.9% | -20.2% | +25.1% | -7.6% |
| YTD | -17.9% | -16.9% | -1.0% | -23.1% |
| All | -21.7% | -8.8% | -12.9% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling