-12.8%
META vs TJX
-8.5%
-4.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.2% | +8.7% | +6.7% |
| 7D | +10.3% | -4.0% | +14.2% | +10.7% |
| 30D | +9.9% | -20.3% | +30.2% | +12.9% |
| 3M | +11.9% | -23.3% | +35.2% | +16.1% |
| 6M | +1.2% | -19.7% | +20.9% | +3.9% |
| YTD | -0.8% | -17.1% | +16.3% | +3.7% |
| All | -12.8% | -8.5% | -4.3% | -6.8% |
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