-20.4%
ORLY vs TJX
-9.1%
-11.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -2.4% | -4.6% | +2.2% | -0.6% |
| 30D | -6.8% | -17.2% | +10.4% | 0.0% |
| 3M | -4.8% | -24.9% | +20.2% | +5.5% |
| 6M | -9.1% | -19.7% | +10.6% | -1.9% |
| YTD | -5.9% | -17.2% | +11.3% | +0.5% |
| 1Y | -20.4% | -9.4% | -11.0% | -19.6% |
| All | -20.4% | -9.1% | -11.3% | -19.6% |
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