+3.2%
TJX vs GRMN
+40.7%
-37.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.5% | -1.3% | +4.0% |
| 7D | +4.6% | +6.1% | -1.5% | +3.5% |
| 30D | +7.7% | +1.3% | +6.4% | +7.3% |
| 3M | -7.8% | -5.6% | -2.3% | -7.2% |
| 6M | -5.8% | +22.2% | -28.0% | -9.7% |
| YTD | -4.9% | +44.3% | -49.2% | -10.3% |
| 1Y | +3.2% | +43.1% | -39.9% | -2.6% |
| All | +3.2% | +40.7% | -37.5% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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