+313.6%
IVV vs TJX
+289.0%
+24.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -2.0% | -4.4% | +2.4% | -0.2% |
| 30D | -1.6% | -18.6% | +16.9% | +6.8% |
| 3M | +4.8% | -24.4% | +29.1% | +16.9% |
| 6M | +12.6% | -20.2% | +32.8% | +22.5% |
| YTD | +11.8% | -16.9% | +28.7% | +19.3% |
| 1Y | +17.6% | -8.5% | +26.1% | +20.2% |
| 3Y | +77.0% | +43.7% | +33.3% | +48.2% |
| 5Y | +82.6% | +97.3% | -14.8% | +31.4% |
| All | +313.6% | +289.0% | +24.7% | +129.8% |
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