+283.6%
TJX vs IAG
+427.6%
-144.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.3% |
| 7D | -4.6% | -1.1% | -3.5% | -4.6% |
| 30D | -17.2% | +12.1% | -29.3% | -17.4% |
| 3M | -24.9% | +25.5% | -50.4% | -25.4% |
| 6M | -19.7% | -7.1% | -12.6% | -19.7% |
| YTD | -17.2% | +22.9% | -40.1% | -17.9% |
| 1Y | -9.4% | +83.3% | -92.8% | -11.3% |
| 3Y | +43.1% | +808.5% | -765.4% | +33.9% |
| 5Y | +96.7% | +838.0% | -741.3% | +81.7% |
| All | +283.6% | +427.6% | -144.0% | +257.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling