+283.6%
TJX vs GME
+285.6%
-2.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.4% |
| 7D | -4.6% | +10.4% | -15.0% | -4.8% |
| 30D | -17.2% | +14.1% | -31.2% | -17.4% |
| 3M | -24.9% | -4.6% | -20.3% | -24.8% |
| 6M | -19.7% | -13.5% | -6.1% | -19.5% |
| YTD | -17.2% | +5.3% | -22.5% | -17.4% |
| 1Y | -9.4% | -14.9% | +5.5% | -9.2% |
| 3Y | +43.1% | +24.3% | +18.8% | +37.6% |
| 5Y | +96.7% | -55.6% | +152.3% | +90.8% |
| All | +283.6% | +285.6% | -2.0% | +148.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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