+102.4%
TJX vs GGLL
+309.0%
-206.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.3% | -1.9% |
| 7D | -4.0% | -3.9% | -0.1% | -3.7% |
| 30D | -20.3% | -15.4% | -5.0% | -19.5% |
| 3M | -23.3% | -21.9% | -1.4% | -22.3% |
| 6M | -19.7% | +4.5% | -24.2% | -21.0% |
| YTD | -17.1% | -2.4% | -14.7% | -18.1% |
| 1Y | -8.8% | +57.8% | -66.6% | -13.8% |
| 3Y | +43.4% | +227.2% | -183.8% | +22.5% |
| All | +102.4% | +309.0% | -206.6% | +71.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling