+97.2%
TJX vs GDDY
+29.8%
+67.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.7% |
| 7D | -4.6% | -3.2% | -1.4% | -4.0% |
| 30D | -17.2% | +6.8% | -24.0% | -18.5% |
| 3M | -24.9% | +30.5% | -55.4% | -29.8% |
| 6M | -19.7% | +13.3% | -33.0% | -23.0% |
| YTD | -17.2% | -21.0% | +3.8% | -13.6% |
| 1Y | -9.4% | -34.0% | +24.6% | -1.1% |
| 3Y | +43.1% | +33.1% | +10.0% | +21.6% |
| All | +97.2% | +29.8% | +67.4% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 5y: compounded portfolio wealth divided by compounded GDDY 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…
5y analysis · Full analysis span regression · 6 months rolling