+1,248.2%
PANW vs TJX
+287.7%
+960.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -0.8% | -4.6% | +3.8% | +0.7% |
| 30D | -14.6% | -17.2% | +2.6% | -9.4% |
| 3M | +18.3% | -24.9% | +43.2% | +28.9% |
| 6M | +100.5% | -19.7% | +120.1% | +112.7% |
| YTD | +79.5% | -17.2% | +96.7% | +88.0% |
| 1Y | +66.7% | -9.4% | +76.1% | +68.8% |
| 3Y | +161.2% | +43.1% | +118.2% | +125.9% |
| 5Y | +322.2% | +96.7% | +225.5% | +225.0% |
| All | +1,248.2% | +287.7% | +960.5% | +744.3% |
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