+1,537.1%
SOXX vs TJX
+287.7%
+1,249.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +1.4% | -4.6% | +6.0% | +3.6% |
| 30D | -3.6% | -17.2% | +13.6% | +5.3% |
| 3M | -10.2% | -24.9% | +14.7% | +2.1% |
| 6M | +54.2% | -19.7% | +73.9% | +68.8% |
| YTD | +75.2% | -17.2% | +92.4% | +88.1% |
| 1Y | +107.5% | -9.4% | +116.9% | +111.7% |
| 3Y | +226.8% | +43.1% | +183.7% | +161.1% |
| 5Y | +251.2% | +96.7% | +154.5% | +135.9% |
| All | +1,537.1% | +287.7% | +1,249.4% | +766.5% |
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