+210.9%
PM vs TJX
+287.7%
-76.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | +4.7% | -4.6% | +9.3% | +6.2% |
| 30D | +2.6% | -17.2% | +19.8% | +8.9% |
| 3M | +6.6% | -24.9% | +31.5% | +16.6% |
| 6M | +16.5% | -19.7% | +36.2% | +24.4% |
| YTD | +21.2% | -17.2% | +38.4% | +27.9% |
| 1Y | +17.9% | -9.4% | +27.3% | +20.8% |
| 3Y | +129.8% | +43.1% | +86.7% | +100.1% |
| 5Y | +133.0% | +96.7% | +36.3% | +78.5% |
| All | +210.9% | +287.7% | -76.8% | +91.4% |
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