+43.1%
TJX vs GME
+18.5%
+24.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.3% |
| 7D | -4.6% | +10.4% | -15.0% | -4.7% |
| 30D | -17.2% | +14.1% | -31.2% | -17.3% |
| 3M | -24.9% | -4.6% | -20.3% | -24.9% |
| 6M | -19.7% | -13.5% | -6.1% | -19.6% |
| YTD | -17.2% | +5.3% | -22.5% | -17.3% |
| 1Y | -9.4% | -14.9% | +5.5% | -9.4% |
| 3Y | +43.1% | +24.3% | +18.8% | +43.6% |
| All | +43.1% | +18.5% | +24.6% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling