+3,973.2%
PG vs TJX
+44,288.7%
-40,315.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -0.8% | -4.6% | +3.8% | 0.0% |
| 30D | +0.8% | -17.2% | +18.0% | +4.3% |
| 3M | -1.3% | -24.9% | +23.6% | +3.8% |
| 6M | -3.8% | -19.7% | +15.8% | 0.0% |
| YTD | +3.6% | -17.2% | +20.8% | +7.1% |
| 1Y | -5.7% | -9.4% | +3.7% | -4.2% |
| 3Y | +1.6% | +43.1% | -41.5% | -5.1% |
| 5Y | +14.6% | +96.7% | -82.1% | +0.2% |
| 10Y | +121.2% | +287.7% | -166.6% | +66.8% |
| All | +3,973.2% | +44,288.7% | -40,315.4% | +1,145.6% |
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