+283.6%
TJX vs GIS
-19.5%
+303.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -4.6% | -6.4% | +1.8% | -3.6% |
| 30D | -17.2% | -6.1% | -11.1% | -16.4% |
| 3M | -24.9% | +7.8% | -32.7% | -26.0% |
| 6M | -19.7% | -8.8% | -10.9% | -18.7% |
| YTD | -17.2% | -19.1% | +1.9% | -14.8% |
| 1Y | -9.4% | -24.8% | +15.3% | -5.7% |
| 3Y | +43.1% | -37.6% | +80.6% | +52.6% |
| 5Y | +96.7% | -25.4% | +122.1% | +101.5% |
| All | +283.6% | -19.5% | +303.2% | +293.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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