+46,788.8%
TJX vs GD
+19,982.5%
+26,806.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.7% | -2.2% |
| 7D | -3.6% | -5.0% | +1.4% | -2.0% |
| 30D | -2.5% | +8.9% | -11.4% | -5.3% |
| 3M | -16.2% | -8.0% | -8.2% | -14.0% |
| 6M | -12.4% | +2.9% | -15.3% | -13.5% |
| YTD | -11.1% | +7.1% | -18.2% | -13.8% |
| 1Y | -4.7% | +5.9% | -10.7% | -7.3% |
| 3Y | +54.8% | +53.9% | +1.0% | +31.8% |
| 5Y | +104.3% | +95.4% | +8.9% | +59.2% |
| 10Y | +332.7% | +193.5% | +139.3% | +194.8% |
| All | +46,788.8% | +19,982.5% | +26,806.3% | +23,940.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling