+17.9%
PM vs TJX
-9.1%
+27.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | +4.7% | -4.6% | +9.3% | +5.4% |
| 30D | +2.6% | -17.2% | +19.8% | +5.7% |
| 3M | +6.6% | -24.9% | +31.5% | +10.8% |
| 6M | +16.5% | -19.7% | +36.2% | +20.7% |
| YTD | +21.2% | -17.2% | +38.4% | +24.6% |
| 1Y | +17.9% | -9.4% | +27.3% | +18.1% |
| All | +17.9% | -9.1% | +27.0% | +18.1% |
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