-10.0%
PLTR vs TJX
+4.8%
-14.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.2% | -7.3% | -1.6% |
| 7D | -12.8% | +4.6% | -17.4% | -12.3% |
| 30D | -9.3% | +7.7% | -17.0% | -9.0% |
| 3M | +5.6% | -7.8% | +13.4% | +3.3% |
| 6M | +17.6% | -5.8% | +23.4% | +15.8% |
| YTD | -3.4% | -4.9% | +1.5% | -4.8% |
| 1Y | -10.0% | +3.2% | -13.1% | -10.3% |
| All | -10.0% | +4.8% | -14.8% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling