+150.0%
QQQM vs TJX
+136.2%
+13.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.4% | -4.6% | +3.2% | +0.3% |
| 30D | -3.0% | -17.2% | +14.2% | +3.6% |
| 3M | -1.6% | -25.0% | +23.4% | +8.6% |
| 6M | +19.8% | -18.4% | +38.2% | +27.6% |
| YTD | +15.8% | -17.2% | +33.0% | +22.4% |
| 1Y | +21.5% | -8.6% | +30.1% | +23.1% |
| 3Y | +91.6% | +40.0% | +51.7% | +62.9% |
| 5Y | +95.4% | +94.9% | +0.5% | +43.9% |
| All | +150.0% | +136.2% | +13.8% | +81.4% |
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 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