+34,261.9%
ORCL vs TJX
+45,310.1%
-11,048.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.7% | +3.1% |
| 7D | +15.0% | -3.3% | +18.3% | +16.2% |
| 30D | +10.5% | -19.9% | +30.4% | +18.6% |
| 3M | -23.0% | -19.0% | -4.0% | -17.9% |
| 6M | +7.0% | -18.6% | +25.6% | +13.3% |
| YTD | -15.8% | -15.3% | -0.5% | -12.2% |
| 1Y | -31.1% | -7.3% | -23.7% | -30.5% |
| 3Y | +33.3% | +46.6% | -13.3% | +15.1% |
| 5Y | +94.3% | +98.5% | -4.2% | +50.0% |
| 10Y | +363.4% | +289.1% | +74.3% | +174.8% |
| All | +34,261.9% | +45,310.1% | -11,048.2% | +4,107.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling