+778.2%
PM vs TJX
+1,954.7%
-1,176.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.3% |
| 7D | -1.2% | -4.0% | +2.8% | +0.1% |
| 30D | -0.2% | -20.3% | +20.2% | +7.5% |
| 3M | +4.9% | -23.3% | +28.2% | +14.3% |
| 6M | +9.0% | -19.7% | +28.8% | +16.7% |
| YTD | +17.8% | -17.1% | +34.9% | +24.5% |
| 1Y | +16.8% | -8.8% | +25.6% | +19.5% |
| 3Y | +125.4% | +43.4% | +82.0% | +96.0% |
| 5Y | +128.7% | +95.2% | +33.5% | +75.3% |
| 10Y | +211.8% | +288.1% | -76.2% | +79.9% |
| All | +778.2% | +1,954.7% | -1,176.5% | +148.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling