+116.1%
PG vs TJX
+287.7%
-171.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -0.8% | -4.6% | +3.8% | +0.2% |
| 30D | +0.8% | -17.2% | +18.0% | +5.1% |
| 3M | -1.3% | -24.9% | +23.6% | +5.0% |
| 6M | -3.8% | -19.7% | +15.8% | +0.8% |
| YTD | +3.6% | -17.2% | +20.8% | +7.9% |
| 1Y | -5.7% | -9.4% | +3.7% | -3.8% |
| 3Y | +1.6% | +43.1% | -41.5% | -6.1% |
| 5Y | +14.6% | +96.7% | -82.1% | -1.8% |
| All | +116.1% | +287.7% | -171.6% | +62.2% |
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 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