+42.7%
ORCL vs TJX
+108.4%
-65.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | +8.0% | -0.3% | +8.3% | +8.1% |
| 30D | -4.0% | -5.6% | +1.6% | -2.6% |
| 3M | -19.5% | -12.3% | -7.1% | -16.6% |
| 6M | -33.5% | -7.7% | -25.8% | -32.9% |
| YTD | -34.8% | -11.4% | -23.4% | -33.7% |
| 1Y | -41.6% | -7.0% | -34.6% | -41.9% |
| 3Y | +13.8% | +53.3% | -39.5% | -10.0% |
| All | +42.7% | +108.4% | -65.7% | -2.1% |
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 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