+46.9%
PM vs TJX
+4.8%
+42.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.2% | -3.6% | +0.7% |
| 7D | +4.3% | +4.6% | -0.3% | +3.4% |
| 30D | +11.5% | +7.7% | +3.8% | +10.2% |
| 3M | +13.0% | -7.8% | +20.9% | +14.8% |
| 6M | +25.9% | -5.8% | +31.7% | +27.6% |
| YTD | +34.0% | -4.9% | +38.9% | +34.9% |
| 1Y | +46.9% | +3.2% | +43.7% | +38.7% |
| All | +46.9% | +4.8% | +42.1% | +38.7% |
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