+153,071.2%
KLAC vs TJX
+44,288.6%
+108,782.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | -2.7% | -4.6% | +1.9% | -0.9% |
| 30D | -13.2% | -17.2% | +4.0% | -6.8% |
| 3M | -25.0% | -24.9% | -0.1% | -17.2% |
| 6M | +23.6% | -19.7% | +43.3% | +33.0% |
| YTD | +49.2% | -17.2% | +66.4% | +58.1% |
| 1Y | +89.3% | -9.4% | +98.7% | +93.5% |
| 3Y | +274.4% | +43.1% | +231.3% | +220.4% |
| 5Y | +440.9% | +96.7% | +344.2% | +311.0% |
| 10Y | +2,947.7% | +287.7% | +2,659.9% | +1,680.7% |
| All | +153,071.2% | +44,288.6% | +108,782.6% | +22,796.9% |
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