+2,593.6%
TJX vs IAU
+867.6%
+1,726.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.1% |
| 7D | -4.0% | +0.2% | -4.1% | -3.9% |
| 30D | -20.3% | +0.2% | -20.6% | -20.3% |
| 3M | -23.3% | +3.3% | -26.5% | -23.2% |
| 6M | -19.7% | -14.6% | -5.2% | -20.1% |
| YTD | -17.1% | +1.9% | -19.0% | -17.0% |
| 1Y | -8.8% | +20.9% | -29.7% | -8.2% |
| 3Y | +43.4% | +127.5% | -84.1% | +47.7% |
| 5Y | +95.2% | +141.9% | -46.7% | +101.4% |
| 10Y | +288.1% | +222.8% | +65.3% | +307.4% |
| All | +2,593.6% | +867.6% | +1,726.0% | +2,875.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling