+3,137.7%
PEP vs TJX
+44,323.9%
-41,186.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.9% |
| 7D | -1.7% | -4.0% | +2.3% | -0.9% |
| 30D | +0.3% | -20.3% | +20.6% | +4.7% |
| 3M | -3.2% | -23.3% | +20.0% | +1.7% |
| 6M | -13.6% | -19.7% | +6.2% | -10.0% |
| YTD | -1.9% | -17.1% | +15.3% | +1.5% |
| 1Y | -0.6% | -8.8% | +8.2% | +0.9% |
| 3Y | -13.6% | +43.4% | -57.0% | -19.8% |
| 5Y | +3.2% | +95.2% | -92.0% | -10.7% |
| 10Y | +79.1% | +288.1% | -209.0% | +33.9% |
| All | +3,137.7% | +44,323.9% | -41,186.2% | +802.8% |
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