+155.2%
TJX vs GH
+473.1%
-317.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.5% |
| 7D | -4.4% | -1.2% | -3.1% | -4.3% |
| 30D | -18.6% | -3.7% | -14.9% | -18.3% |
| 3M | -24.4% | +21.7% | -46.0% | -26.2% |
| 6M | -20.2% | +75.7% | -96.0% | -25.4% |
| YTD | -16.9% | +55.7% | -72.6% | -21.5% |
| 1Y | -8.5% | +181.1% | -189.6% | -19.4% |
| 3Y | +43.7% | +371.6% | -327.9% | +14.7% |
| 5Y | +97.3% | +23.2% | +74.1% | +74.5% |
| All | +155.2% | +473.1% | -317.9% | +88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling