+447.1%
META vs TJX
+314.2%
+132.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +3.1% | -1.5% | +4.6% | +3.8% |
| 30D | -18.2% | -3.6% | -14.7% | -17.0% |
| 3M | +7.8% | -10.3% | +18.1% | +12.8% |
| 6M | +3.6% | -8.6% | +12.2% | +6.9% |
| YTD | -5.3% | -10.3% | +5.1% | -1.6% |
| 1Y | +2.7% | -6.4% | +9.2% | +4.6% |
| 3Y | +91.5% | +55.0% | +36.5% | +53.3% |
| 5Y | +84.7% | +112.4% | -27.7% | +27.4% |
| All | +447.1% | +314.2% | +132.9% | +210.7% |
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