-1.2%
PFE vs TJX
+43.2%
-44.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -4.0% | -4.4% | +0.3% | -3.1% |
| 30D | +3.9% | -18.6% | +22.4% | +8.6% |
| 3M | +9.9% | -24.4% | +34.3% | +16.8% |
| 6M | +5.3% | -20.2% | +25.5% | +10.5% |
| YTD | +16.8% | -16.9% | +33.7% | +21.2% |
| 1Y | +20.4% | -8.5% | +28.9% | +22.0% |
| All | -1.2% | +43.2% | -44.4% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling