-80.6%
PYPL vs TJX
+95.5%
-176.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | -2.3% | -4.6% | +2.3% | +0.6% |
| 30D | -9.0% | -17.2% | +8.1% | +1.8% |
| 3M | +30.6% | -24.9% | +55.5% | +54.9% |
| 6M | +18.6% | -19.7% | +38.2% | +33.9% |
| YTD | -7.2% | -17.2% | +10.0% | +2.0% |
| 1Y | -19.3% | -9.4% | -9.8% | -17.1% |
| 3Y | -12.3% | +43.1% | -55.4% | -37.1% |
| All | -80.6% | +95.5% | -176.1% | -89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling