+43,607.4%
TJX vs GSK
+1,660.2%
+41,947.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -4.0% | -3.6% | -0.4% | -2.9% |
| 30D | -20.3% | -5.9% | -14.4% | -18.9% |
| 3M | -23.3% | -4.3% | -19.0% | -22.4% |
| 6M | -19.7% | -10.8% | -8.9% | -17.2% |
| YTD | -17.1% | +1.8% | -18.9% | -18.1% |
| 1Y | -8.8% | +23.5% | -32.3% | -15.4% |
| 3Y | +43.4% | +49.5% | -6.1% | +22.8% |
| 5Y | +95.2% | +49.7% | +45.6% | +64.6% |
| 10Y | +288.1% | +81.9% | +206.1% | +205.3% |
| All | +43,607.4% | +1,660.2% | +41,947.2% | +18,307.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 all: compounded portfolio wealth divided by compounded GSK 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…
all analysis · Full analysis span regression · 6 months rolling