+97.2%
TJX vs GH
+20.8%
+76.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -26.4% |
| 6M | -19.7% | +78.8% | -98.4% | -24.3% |
| YTD | -17.2% | +54.1% | -71.3% | -21.2% |
| 1Y | -9.4% | +177.1% | -186.5% | -19.0% |
| 3Y | +43.1% | +371.6% | -328.5% | +17.0% |
| All | +97.2% | +20.8% | +76.4% | +69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling