+11,026.4%
JPM vs TJX
+44,429.5%
-33,403.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | -2.3% | -4.4% | +2.0% | -0.5% |
| 30D | -2.3% | -18.6% | +16.2% | +6.4% |
| 3M | +14.9% | -24.4% | +39.2% | +28.6% |
| 6M | +23.6% | -20.2% | +43.9% | +35.2% |
| YTD | +11.3% | -16.9% | +28.2% | +19.4% |
| 1Y | +19.9% | -8.5% | +28.4% | +23.4% |
| 3Y | +162.6% | +43.7% | +118.9% | +121.8% |
| 5Y | +154.6% | +97.3% | +57.3% | +85.7% |
| 10Y | +589.9% | +289.0% | +300.9% | +274.3% |
| All | +11,026.4% | +44,429.5% | -33,403.1% | +1,103.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling