+97.2%
TJX vs GAP
+8.7%
+88.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.7% |
| 7D | -4.6% | -4.1% | -0.5% | -4.0% |
| 30D | -17.2% | +6.2% | -23.4% | -18.0% |
| 3M | -24.9% | -0.7% | -24.2% | -25.0% |
| 6M | -19.7% | -7.1% | -12.5% | -19.4% |
| YTD | -17.2% | -14.1% | -3.1% | -16.3% |
| 1Y | -9.4% | -8.5% | -0.9% | -9.5% |
| 3Y | +43.1% | +115.4% | -72.3% | +15.5% |
| All | +97.2% | +8.7% | +88.5% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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