+3.2%
TJX vs GNRC
+17.5%
-14.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -9.5% | +14.7% | +5.0% |
| 7D | +4.6% | -6.0% | +10.6% | +4.4% |
| 30D | +7.7% | -12.0% | +19.7% | +7.5% |
| 3M | -7.8% | -13.4% | +5.6% | -8.4% |
| 6M | -5.8% | -26.4% | +20.6% | -6.7% |
| YTD | -4.9% | +38.8% | -43.7% | -9.8% |
| 1Y | +3.2% | +20.9% | -17.8% | -1.1% |
| All | +3.2% | +17.5% | -14.4% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling