+18,797.8%
TJX vs ALL
+3,579.2%
+15,218.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -1.5% |
| 7D | -3.3% | -1.7% | -1.6% | -2.7% |
| 30D | -19.9% | -4.7% | -15.2% | -18.5% |
| 3M | -19.0% | +18.4% | -37.4% | -24.0% |
| 6M | -18.6% | +20.5% | -39.1% | -24.2% |
| YTD | -15.3% | +23.5% | -38.8% | -22.1% |
| 1Y | -7.3% | +29.0% | -36.3% | -16.3% |
| 3Y | +46.6% | +153.7% | -107.1% | +1.1% |
| 5Y | +98.5% | +114.8% | -16.3% | +42.6% |
| 10Y | +289.1% | +356.1% | -67.1% | +112.6% |
| All | +18,797.8% | +3,579.2% | +15,218.6% | +4,743.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling