+111.9%
TJX vs GTLB
-49.8%
+161.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.1% |
| 7D | -4.4% | -4.1% | -0.3% | -4.1% |
| 30D | -18.6% | +12.3% | -30.9% | -19.3% |
| 3M | -24.4% | +65.9% | -90.3% | -27.3% |
| 6M | -20.2% | +104.0% | -124.2% | -24.9% |
| YTD | -16.9% | +26.0% | -43.0% | -19.0% |
| 1Y | -8.5% | -3.5% | -5.0% | -9.1% |
| 3Y | +43.7% | -9.6% | +53.4% | +39.4% |
| All | +111.9% | -49.8% | +161.7% | +100.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling