+128.3%
PM vs TJX
+43.2%
+85.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +1.9% | +2.1% |
| 7D | +1.9% | -4.4% | +6.3% | +2.9% |
| 30D | +1.9% | -18.6% | +20.5% | +6.5% |
| 3M | +4.6% | -24.4% | +28.9% | +10.8% |
| 6M | +11.7% | -20.2% | +31.9% | +17.0% |
| YTD | +20.4% | -16.9% | +37.3% | +24.8% |
| 1Y | +19.0% | -8.5% | +27.5% | +20.3% |
| All | +128.3% | +43.2% | +85.1% | +98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling