+154.4%
TJX vs GH
+467.1%
-312.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -4.6% | -2.5% | -2.1% | -4.4% |
| 30D | -17.2% | -4.7% | -12.5% | -16.9% |
| 3M | -24.9% | +20.2% | -45.1% | -26.6% |
| 6M | -19.7% | +78.8% | -98.4% | -25.0% |
| YTD | -17.2% | +54.1% | -71.3% | -21.7% |
| 1Y | -9.4% | +177.1% | -186.5% | -20.1% |
| 3Y | +43.1% | +371.6% | -328.5% | +14.1% |
| 5Y | +96.7% | +21.9% | +74.8% | +74.2% |
| All | +154.4% | +467.1% | -312.7% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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