-4.7%
TJX vs GD
+6.6%
-11.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +1.7% |
| 7D | -2.0% | -3.0% | +1.0% | -1.7% |
| 30D | -0.5% | +9.3% | -9.8% | -1.9% |
| 3M | -14.1% | -7.2% | -6.9% | -13.4% |
| 6M | -9.4% | +5.5% | -14.8% | -10.3% |
| YTD | -9.2% | +9.5% | -18.7% | -10.6% |
| All | -4.7% | +6.6% | -11.3% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling