+386.2%
ISRG vs TJX
+287.7%
+98.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.6% |
| 7D | +0.7% | -4.6% | +5.3% | +3.1% |
| 30D | -8.0% | -17.2% | +9.2% | +1.3% |
| 3M | -10.6% | -24.9% | +14.3% | +3.4% |
| 6M | -25.1% | -19.7% | -5.4% | -16.5% |
| YTD | -34.8% | -17.2% | -17.6% | -28.7% |
| 1Y | -19.0% | -9.4% | -9.6% | -15.7% |
| 3Y | +22.1% | +43.1% | -21.0% | -0.5% |
| 5Y | +8.2% | +96.7% | -88.5% | -26.1% |
| All | +386.2% | +287.7% | +98.4% | +164.5% |
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