+289.1%
TJX vs GD
+189.7%
+99.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.0% |
| 7D | -3.3% | -3.5% | +0.2% | -1.5% |
| 30D | -19.9% | -9.0% | -10.8% | -15.9% |
| 3M | -19.0% | +5.1% | -24.1% | -21.4% |
| 6M | -18.6% | -1.0% | -17.6% | -18.7% |
| YTD | -15.3% | +7.3% | -22.6% | -19.4% |
| 1Y | -7.3% | +12.4% | -19.8% | -14.3% |
| 3Y | +46.6% | +73.7% | -27.1% | +3.3% |
| 5Y | +98.5% | +93.8% | +4.7% | +27.4% |
| 10Y | +289.1% | +190.6% | +98.5% | +89.8% |
| All | +289.1% | +189.7% | +99.4% | +89.8% |
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