+51,781.0%
QCOM vs TJX
+41,423.8%
+10,357.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.4% | +5.6% | +4.1% |
| 7D | +5.1% | -3.3% | +8.3% | +6.3% |
| 30D | +4.3% | -19.9% | +24.1% | +13.3% |
| 3M | -19.6% | -19.0% | -0.6% | -13.6% |
| 6M | +29.5% | -18.6% | +48.0% | +38.4% |
| YTD | +3.4% | -15.3% | +18.7% | +8.6% |
| 1Y | +10.9% | -7.3% | +18.3% | +12.3% |
| 3Y | +74.8% | +46.6% | +28.2% | +47.6% |
| 5Y | +36.2% | +98.5% | -62.3% | +2.0% |
| 10Y | +263.7% | +289.1% | -25.3% | +103.2% |
| All | +51,781.0% | +41,423.8% | +10,357.2% | +4,725.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling