+232.7%
LITE vs TJX
+4.8%
+227.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +5.2% | -13.0% | -3.3% |
| 7D | -31.4% | +4.6% | -36.0% | -28.3% |
| 30D | -42.6% | +7.7% | -50.3% | -38.6% |
| 3M | -26.2% | -7.8% | -18.4% | -28.7% |
| 6M | -35.8% | -5.8% | -30.0% | -35.5% |
| YTD | +70.0% | -4.9% | +74.9% | +73.4% |
| 1Y | +232.7% | +3.2% | +229.6% | +247.3% |
| All | +232.7% | +4.8% | +227.9% | +247.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling