+282.9%
QCOM vs TJX
+287.7%
-4.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.0% |
| 7D | +7.8% | -4.6% | +12.4% | +10.0% |
| 30D | +12.2% | -17.2% | +29.4% | +21.6% |
| 3M | -9.9% | -24.9% | +15.0% | +1.6% |
| 6M | +36.9% | -19.7% | +56.6% | +48.7% |
| YTD | +8.0% | -17.2% | +25.2% | +15.3% |
| 1Y | +15.0% | -9.4% | +24.4% | +17.2% |
| 3Y | +75.8% | +43.1% | +32.8% | +43.2% |
| 5Y | +42.2% | +96.7% | -54.5% | -1.2% |
| All | +282.9% | +287.7% | -4.8% | +118.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling