+1,851.9%
TER vs TJX
+287.7%
+1,564.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | +6.4% | -4.6% | +10.9% | +8.7% |
| 30D | -5.7% | -17.2% | +11.5% | +3.3% |
| 3M | -0.4% | -24.9% | +24.5% | +13.1% |
| 6M | +25.8% | -19.7% | +45.5% | +37.9% |
| YTD | +96.4% | -17.2% | +113.6% | +111.0% |
| 1Y | +229.2% | -9.4% | +238.7% | +235.3% |
| 3Y | +288.1% | +43.1% | +245.0% | +207.1% |
| 5Y | +219.9% | +96.7% | +123.2% | +112.1% |
| All | +1,851.9% | +287.7% | +1,564.2% | +911.2% |
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 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