+43.7%
PYPL vs TJX
+345.3%
-301.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -0.9% |
| 7D | -4.3% | -4.0% | -0.4% | -2.4% |
| 30D | -11.5% | -20.3% | +8.9% | -1.5% |
| 3M | +26.1% | -23.3% | +49.4% | +42.6% |
| 6M | +13.7% | -19.7% | +33.4% | +25.2% |
| YTD | -9.8% | -17.1% | +7.3% | -2.7% |
| 1Y | -22.1% | -8.8% | -13.3% | -20.0% |
| 3Y | -13.5% | +43.4% | -56.9% | -29.6% |
| 5Y | -81.6% | +95.2% | -176.8% | -87.2% |
| 10Y | +38.8% | +288.1% | -249.3% | -32.7% |
| All | +43.7% | +345.3% | -301.6% | -39.3% |
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