+558.6%
QQQ vs TJX
+287.7%
+270.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -0.6% | -4.6% | +4.0% | +1.3% |
| 30D | -1.2% | -17.2% | +15.9% | +6.3% |
| 3M | -0.2% | -24.9% | +24.7% | +11.3% |
| 6M | +17.9% | -19.7% | +37.6% | +27.5% |
| YTD | +16.6% | -17.2% | +33.8% | +24.3% |
| 1Y | +23.0% | -9.4% | +32.4% | +25.8% |
| 3Y | +92.9% | +43.1% | +49.9% | +61.9% |
| 5Y | +95.6% | +96.7% | -1.1% | +42.0% |
| All | +558.6% | +287.7% | +270.8% | +276.5% |
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