+106.9%
TJX vs GGLL
+328.4%
-221.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -3.3% | +1.9% | -5.1% | -3.4% |
| 30D | -19.9% | -9.7% | -10.1% | -19.3% |
| 3M | -19.0% | -18.0% | -1.0% | -18.3% |
| 6M | -18.6% | +15.3% | -33.8% | -20.4% |
| YTD | -15.3% | +2.2% | -17.5% | -16.6% |
| 1Y | -7.3% | +73.1% | -80.4% | -13.1% |
| 3Y | +46.6% | +242.7% | -196.1% | +24.9% |
| All | +106.9% | +328.4% | -221.5% | +74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling