+111.2%
TJX vs GTLB
-50.1%
+161.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.3% |
| 7D | -4.6% | -5.7% | +1.1% | -4.2% |
| 30D | -17.2% | +15.1% | -32.3% | -18.1% |
| 3M | -24.9% | +65.5% | -90.4% | -27.8% |
| 6M | -19.7% | +102.9% | -122.6% | -24.3% |
| YTD | -17.2% | +25.2% | -42.4% | -19.3% |
| 1Y | -9.4% | -5.5% | -3.9% | -9.9% |
| 3Y | +43.1% | -10.9% | +54.0% | +39.0% |
| All | +111.2% | -50.1% | +161.4% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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