+83.7%
IVV vs TJX
+93.8%
-10.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.4% |
| 7D | -0.4% | -4.0% | +3.6% | +1.2% |
| 30D | -1.4% | -20.3% | +19.0% | +7.4% |
| 3M | +3.7% | -23.3% | +27.0% | +14.3% |
| 6M | +13.0% | -19.7% | +32.8% | +22.0% |
| YTD | +12.4% | -17.1% | +29.6% | +19.5% |
| 1Y | +18.6% | -8.8% | +27.4% | +20.6% |
| 3Y | +78.1% | +43.4% | +34.7% | +47.3% |
| All | +83.7% | +93.8% | -10.2% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling