+82.4%
ORCL vs TJX
+94.3%
-11.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.4% |
| 7D | -0.7% | -4.4% | +3.7% | +0.6% |
| 30D | +5.1% | -18.6% | +23.7% | +11.7% |
| 3M | -23.7% | -24.4% | +0.6% | -17.2% |
| 6M | +3.1% | -20.2% | +23.3% | +9.4% |
| YTD | -20.8% | -16.9% | -3.8% | -17.5% |
| 1Y | -52.9% | -8.5% | -44.4% | -53.1% |
| 3Y | +25.4% | +43.7% | -18.3% | +2.2% |
| 5Y | +82.4% | +97.3% | -14.9% | +32.7% |
| All | +82.4% | +94.3% | -11.9% | +32.7% |
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