+107.8%
META vs TJX
+46.3%
+61.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.4% |
| 7D | +6.0% | -3.3% | +9.3% | +7.4% |
| 30D | +3.6% | -19.9% | +23.5% | +13.3% |
| 3M | +4.9% | -19.0% | +23.9% | +14.0% |
| 6M | -4.7% | -18.6% | +13.9% | +3.3% |
| YTD | -6.9% | -15.3% | +8.4% | -1.1% |
| 1Y | -18.2% | -7.3% | -10.8% | -17.5% |
| 3Y | +107.8% | +46.6% | +61.2% | +63.8% |
| All | +107.8% | +46.3% | +61.5% | +63.8% |
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 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