+25.8%
LIN vs TJX
+46.3%
-20.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.2% |
| 7D | -3.5% | -3.3% | -0.2% | -2.5% |
| 30D | -4.1% | -19.9% | +15.8% | +2.4% |
| 3M | -6.4% | -19.0% | +12.7% | -0.5% |
| 6M | -2.4% | -18.6% | +16.1% | +3.3% |
| YTD | +10.9% | -15.3% | +26.2% | +15.6% |
| 1Y | 0.0% | -7.3% | +7.4% | +0.5% |
| 3Y | +25.8% | +46.6% | -20.8% | +10.3% |
| All | +25.8% | +46.3% | -20.4% | +10.3% |
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