+74.5%
META vs TJX
+94.1%
-19.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.2% | +8.7% | +7.8% |
| 7D | +10.3% | -4.0% | +14.2% | +12.8% |
| 30D | +9.9% | -20.3% | +30.2% | +25.5% |
| 3M | +11.9% | -23.3% | +35.2% | +30.3% |
| 6M | +1.2% | -19.7% | +20.9% | +14.2% |
| YTD | -0.8% | -17.1% | +16.3% | +9.3% |
| 1Y | -14.3% | -8.8% | -5.6% | -11.9% |
| 3Y | +121.4% | +43.4% | +78.0% | +64.0% |
| 5Y | +74.5% | +95.2% | -20.8% | -0.2% |
| All | +74.5% | +94.1% | -19.6% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling