+69.5%
T vs TJX
+95.5%
-25.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | +1.5% | -4.6% | +6.1% | +2.4% |
| 30D | +7.5% | -17.2% | +24.6% | +11.4% |
| 3M | +14.8% | -24.9% | +39.7% | +21.2% |
| 6M | -1.7% | -19.7% | +17.9% | +2.2% |
| YTD | +8.7% | -17.2% | +25.9% | +12.3% |
| 1Y | -7.5% | -9.4% | +2.0% | -6.1% |
| 3Y | +110.2% | +43.1% | +67.2% | +94.2% |
| All | +69.5% | +95.5% | -25.9% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling