+96.9%
TJX vs GPC
+30.4%
+66.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.4% |
| 7D | -4.0% | -0.6% | -3.3% | -3.8% |
| 30D | -20.3% | +1.3% | -21.6% | -20.7% |
| 3M | -23.3% | +37.1% | -60.4% | -31.0% |
| 6M | -19.7% | +23.2% | -42.9% | -25.4% |
| YTD | -17.1% | +13.1% | -30.2% | -22.0% |
| 1Y | -8.8% | +0.9% | -9.7% | -10.6% |
| 3Y | +43.4% | -0.8% | +44.2% | +36.5% |
| All | +96.9% | +30.4% | +66.5% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling