+3,657.4%
TJX vs IAG
+378.9%
+3,278.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.2% |
| 7D | -4.0% | +1.7% | -5.6% | -4.0% |
| 30D | -20.3% | +11.4% | -31.8% | -20.6% |
| 3M | -23.3% | +33.0% | -56.3% | -24.0% |
| 6M | -19.7% | -6.0% | -13.7% | -19.8% |
| YTD | -17.1% | +24.6% | -41.7% | -18.1% |
| 1Y | -8.8% | +105.0% | -113.8% | -11.4% |
| 3Y | +43.4% | +837.9% | -794.5% | +31.6% |
| 5Y | +95.2% | +817.0% | -721.7% | +77.1% |
| 10Y | +288.1% | +425.3% | -137.3% | +249.4% |
| All | +3,657.4% | +378.9% | +3,278.5% | +2,999.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling