+77.8%
JNJ vs TJX
+42.7%
+35.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -3.5% | -4.6% | +1.1% | -2.7% |
| 30D | +2.3% | -17.2% | +19.5% | +5.8% |
| 3M | +12.0% | -24.9% | +36.9% | +17.7% |
| 6M | +10.5% | -19.7% | +30.1% | +14.7% |
| YTD | +30.4% | -17.2% | +47.6% | +34.5% |
| 1Y | +52.1% | -9.4% | +61.6% | +54.1% |
| 3Y | +77.8% | +43.1% | +34.7% | +64.7% |
| All | +77.8% | +42.7% | +35.1% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling