+68.6%
TJX vs GEHC
+2.1%
+66.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -4.6% | -7.2% | +2.6% | -3.4% |
| 30D | -17.2% | -11.6% | -5.6% | -15.5% |
| 3M | -24.9% | -0.8% | -24.1% | -25.0% |
| 6M | -19.7% | -11.9% | -7.8% | -18.5% |
| YTD | -17.2% | -21.9% | +4.7% | -14.6% |
| 1Y | -9.4% | -17.8% | +8.4% | -7.4% |
| 3Y | +43.1% | -3.5% | +46.6% | +41.7% |
| All | +68.6% | +2.1% | +66.5% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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