+283.6%
TJX vs GPC
+86.4%
+197.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.1% |
| 7D | -4.6% | -3.2% | -1.4% | -3.1% |
| 30D | -17.2% | +0.5% | -17.7% | -17.5% |
| 3M | -24.9% | +31.7% | -56.6% | -35.0% |
| 6M | -19.7% | +24.7% | -44.4% | -28.9% |
| YTD | -17.2% | +11.8% | -29.0% | -23.9% |
| 1Y | -9.4% | -3.0% | -6.5% | -10.7% |
| 3Y | +43.1% | -1.1% | +44.2% | +32.3% |
| 5Y | +96.7% | +30.5% | +66.2% | +50.0% |
| All | +283.6% | +86.4% | +197.3% | +122.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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