+38.2%
QCOM vs TJX
+94.3%
-56.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.2% |
| 7D | +4.9% | -4.4% | +9.3% | +7.1% |
| 30D | +9.3% | -18.6% | +27.9% | +20.4% |
| 3M | -7.0% | -24.4% | +17.4% | +5.8% |
| 6M | +32.0% | -20.2% | +52.3% | +45.0% |
| YTD | +5.0% | -16.9% | +22.0% | +12.2% |
| 1Y | +13.6% | -8.5% | +22.1% | +13.9% |
| 3Y | +77.6% | +43.7% | +33.8% | +32.9% |
| 5Y | +38.2% | +97.3% | -59.1% | -17.4% |
| All | +38.2% | +94.3% | -56.1% | -17.4% |
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