+43.1%
TJX vs GNRC
+61.6%
-18.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.4% |
| 7D | -4.6% | -0.2% | -4.4% | -4.6% |
| 30D | -17.2% | -15.7% | -1.4% | -16.6% |
| 3M | -24.9% | -27.3% | +2.4% | -24.1% |
| 6M | -19.7% | -12.1% | -7.6% | -20.2% |
| YTD | -17.2% | +37.1% | -54.3% | -20.6% |
| 1Y | -9.4% | -0.5% | -9.0% | -11.2% |
| 3Y | +43.1% | +61.5% | -18.4% | +32.2% |
| All | +43.1% | +61.6% | -18.5% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling