+316.4%
TJX vs GD
+165.7%
+150.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.3% | +2.7% | -3.0% | -1.7% |
| 30D | -5.6% | +8.6% | -14.2% | -9.6% |
| 3M | -12.3% | -7.1% | -5.3% | -9.2% |
| 6M | -7.7% | +7.5% | -15.2% | -11.7% |
| YTD | -11.4% | +9.9% | -21.3% | -16.9% |
| 1Y | -7.0% | +7.6% | -14.6% | -11.9% |
| 3Y | +53.3% | +56.2% | -2.9% | +15.4% |
| 5Y | +109.9% | +100.6% | +9.3% | +31.7% |
| All | +316.4% | +165.7% | +150.7% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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