+32.8%
PFE vs TJX
+287.7%
-254.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -2.6% | -4.6% | +2.0% | -1.5% |
| 30D | +5.4% | -17.2% | +22.5% | +10.2% |
| 3M | +7.8% | -24.9% | +32.7% | +15.3% |
| 6M | +5.0% | -19.7% | +24.7% | +10.4% |
| YTD | +17.1% | -17.2% | +34.3% | +22.0% |
| 1Y | +19.3% | -9.4% | +28.7% | +21.6% |
| 3Y | -0.9% | +43.1% | -44.0% | -10.2% |
| 5Y | -20.8% | +96.7% | -117.5% | -34.7% |
| All | +32.8% | +287.7% | -254.9% | -13.0% |
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