+328.2%
TJX vs GD
+185.2%
+143.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +1.0% |
| 7D | -2.0% | -3.0% | +1.0% | -0.6% |
| 30D | -0.5% | +9.3% | -9.8% | -4.9% |
| 3M | -14.1% | -7.2% | -6.9% | -11.0% |
| 6M | -9.4% | +5.5% | -14.8% | -12.4% |
| YTD | -9.2% | +9.5% | -18.7% | -14.7% |
| 1Y | -3.3% | +6.4% | -9.7% | -7.8% |
| 3Y | +57.1% | +59.8% | -2.7% | +16.7% |
| 5Y | +112.3% | +98.0% | +14.3% | +34.4% |
| 10Y | +328.2% | +177.4% | +150.8% | +125.1% |
| All | +328.2% | +185.2% | +143.0% | +125.1% |
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