+113.9%
SOXX vs TJX
-4.4%
+118.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +2.2% | -2.2% | +4.5% | +1.5% |
| 30D | -2.0% | -17.1% | +15.1% | -7.4% |
| 3M | -13.7% | -16.5% | +2.8% | -17.8% |
| 6M | +52.4% | -17.8% | +70.2% | +43.4% |
| YTD | +72.8% | -13.2% | +86.0% | +67.6% |
| 1Y | +113.9% | -5.2% | +119.1% | +115.8% |
| All | +113.9% | -4.4% | +118.3% | +115.8% |
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