-28.0%
ORCL vs TJX
-4.4%
-23.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.0% |
| 7D | +5.3% | -2.2% | +7.5% | +4.1% |
| 30D | +10.0% | -17.1% | +27.1% | +0.3% |
| 3M | -32.6% | -16.5% | -16.1% | -37.7% |
| 6M | +4.9% | -17.8% | +22.7% | -4.8% |
| YTD | -17.8% | -13.2% | -4.5% | -21.9% |
| 1Y | -28.0% | -5.2% | -22.8% | -23.1% |
| All | -28.0% | -4.4% | -23.6% | -23.1% |
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