+408.0%
META vs TJX
+287.7%
+120.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +5.1% | -4.6% | +9.7% | +7.2% |
| 30D | +12.0% | -17.2% | +29.1% | +21.6% |
| 3M | +14.1% | -24.9% | +39.0% | +29.3% |
| 6M | -0.9% | -19.7% | +18.8% | +8.7% |
| YTD | -1.7% | -17.2% | +15.5% | +6.1% |
| 1Y | -13.4% | -9.4% | -4.0% | -10.7% |
| 3Y | +112.6% | +43.1% | +69.5% | +76.6% |
| 5Y | +72.6% | +96.7% | -24.1% | +23.3% |
| All | +408.0% | +287.7% | +120.2% | +193.6% |
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