+97.2%
TJX vs IAU
+139.7%
-42.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.3% |
| 7D | -4.6% | -2.0% | -2.6% | -4.5% |
| 30D | -17.2% | -1.5% | -15.6% | -17.1% |
| 3M | -24.9% | +3.3% | -28.2% | -25.0% |
| 6M | -19.7% | -16.2% | -3.4% | -19.1% |
| YTD | -17.2% | +0.7% | -17.9% | -17.7% |
| 1Y | -9.4% | +19.2% | -28.7% | -11.2% |
| 3Y | +43.1% | +124.4% | -81.3% | +32.9% |
| All | +97.2% | +139.7% | -42.5% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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