+70.4%
QCOM vs TJX
+42.8%
+27.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.8% |
| 7D | +4.4% | -4.0% | +8.3% | +5.3% |
| 30D | +9.4% | -20.3% | +29.7% | +15.4% |
| 3M | -13.7% | -23.3% | +9.6% | -8.0% |
| 6M | +28.9% | -19.7% | +48.6% | +34.6% |
| YTD | +4.7% | -17.1% | +21.9% | +7.5% |
| 1Y | +13.5% | -8.8% | +22.3% | +10.4% |
| All | +70.4% | +42.8% | +27.6% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling