+3.2%
TJX vs GGLL
-11.6%
+14.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.5% | -1.3% | +5.1% |
| 7D | +4.6% | -23.1% | +27.7% | +4.8% |
| 30D | +7.7% | -32.9% | +40.6% | +8.3% |
| 3M | -7.8% | -44.9% | +37.1% | -7.0% |
| 6M | -5.8% | -49.5% | +43.7% | -4.6% |
| YTD | -4.9% | -28.9% | +24.0% | -6.6% |
| 1Y | +3.2% | -12.2% | +15.3% | +1.3% |
| All | +3.2% | -11.6% | +14.8% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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