-4.0%
TJX vs GLXY
+3.8%
-7.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.3% |
| 7D | -4.6% | -7.3% | +2.7% | -4.7% |
| 30D | -17.2% | +15.7% | -32.9% | -16.9% |
| 3M | -24.9% | -26.7% | +1.8% | -24.7% |
| 6M | -19.7% | +13.7% | -33.4% | -19.6% |
| YTD | -17.2% | +9.1% | -26.3% | -17.0% |
| 1Y | -9.4% | -15.5% | +6.1% | -9.4% |
| All | -4.0% | +3.8% | -7.9% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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