+1,426.5%
LITE vs TJX
+55.2%
+1,371.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +22.6% | -1.5% | +24.1% | +22.6% |
| 30D | -36.8% | -3.6% | -33.2% | -36.6% |
| 3M | -33.0% | -10.3% | -22.7% | -31.8% |
| 6M | -37.1% | -8.6% | -28.5% | -37.7% |
| YTD | +69.5% | -10.3% | +79.8% | +68.4% |
| 1Y | +146.1% | -6.4% | +152.5% | +137.2% |
| All | +1,426.5% | +55.2% | +1,371.3% | +991.4% |
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