+152.5%
JPM vs TJX
+95.5%
+57.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -0.7% | -4.6% | +3.9% | +1.4% |
| 30D | -2.5% | -17.2% | +14.7% | +5.9% |
| 3M | +14.1% | -24.9% | +39.0% | +29.1% |
| 6M | +25.1% | -19.7% | +44.8% | +36.8% |
| YTD | +12.1% | -17.2% | +29.3% | +20.7% |
| 1Y | +18.8% | -9.4% | +28.2% | +22.3% |
| 3Y | +163.4% | +43.1% | +120.3% | +115.5% |
| All | +152.5% | +95.5% | +57.1% | +76.9% |
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