+364.5%
LIN vs TJX
+288.1%
+76.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.5% |
| 7D | -4.0% | -4.0% | 0.0% | -2.4% |
| 30D | -4.9% | -20.3% | +15.4% | +4.2% |
| 3M | -9.2% | -23.3% | +14.1% | +0.9% |
| 6M | -2.6% | -19.7% | +17.2% | +5.9% |
| YTD | +10.5% | -17.1% | +27.7% | +18.3% |
| 1Y | -0.1% | -8.8% | +8.7% | +2.5% |
| 3Y | +25.4% | +43.4% | -18.0% | +5.5% |
| 5Y | +59.7% | +95.2% | -35.5% | +15.7% |
| All | +364.5% | +288.1% | +76.5% | +160.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling