+328.9%
ORCL vs TJX
+287.7%
+41.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -5.4% | -4.6% | -0.8% | -3.9% |
| 30D | -2.0% | -17.2% | +15.2% | +4.3% |
| 3M | -18.1% | -24.9% | +6.8% | -10.2% |
| 6M | -7.2% | -19.7% | +12.4% | -1.2% |
| YTD | -22.2% | -17.2% | -5.0% | -18.3% |
| 1Y | -50.6% | -9.4% | -41.2% | -50.1% |
| 3Y | +22.9% | +43.1% | -20.2% | +4.3% |
| 5Y | +79.3% | +96.7% | -17.4% | +33.6% |
| All | +328.9% | +287.7% | +41.2% | +163.3% |
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