+97.2%
TJX vs ALL
+115.3%
-18.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -4.6% | -2.3% | -2.3% | -4.0% |
| 30D | -17.2% | -0.4% | -16.7% | -17.1% |
| 3M | -24.9% | +16.0% | -40.9% | -27.9% |
| 6M | -19.7% | +24.6% | -44.2% | -24.4% |
| YTD | -17.2% | +23.7% | -40.9% | -22.1% |
| 1Y | -9.4% | +27.7% | -37.2% | -15.7% |
| 3Y | +43.1% | +150.2% | -107.2% | +6.5% |
| All | +97.2% | +115.3% | -18.1% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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