+72.4%
TJX vs GEHC
+6.6%
+65.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.6% | -1.9% |
| 7D | -3.3% | -5.2% | +1.9% | -2.4% |
| 30D | -19.9% | -7.0% | -12.9% | -18.9% |
| 3M | -19.0% | +3.3% | -22.4% | -19.7% |
| 6M | -18.6% | -10.0% | -8.6% | -17.7% |
| YTD | -15.3% | -18.5% | +3.2% | -13.2% |
| 1Y | -7.3% | -14.4% | +7.1% | -5.9% |
| 3Y | +46.6% | +3.4% | +43.2% | +43.8% |
| All | +72.4% | +6.6% | +65.8% | +69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling