+360.5%
SOXX vs TJX
+4.8%
+355.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.2% | -8.3% | -2.4% |
| 7D | +158.9% | +4.6% | +154.3% | +161.3% |
| 30D | +129.2% | +7.7% | +121.5% | +132.4% |
| 3M | +149.7% | -7.8% | +157.5% | +141.1% |
| 6M | +193.4% | -5.8% | +199.2% | +183.0% |
| YTD | +351.0% | -4.9% | +355.9% | +345.0% |
| 1Y | +360.5% | +3.2% | +357.4% | +359.2% |
| All | +360.5% | +4.8% | +355.7% | +359.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling