+43.2%
TJX vs IBB
+63.1%
-19.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -4.0% | -3.9% | -0.1% | -3.0% |
| 30D | -20.3% | +2.7% | -23.1% | -21.0% |
| 3M | -23.3% | +21.4% | -44.6% | -27.6% |
| 6M | -19.7% | +20.1% | -39.8% | -24.2% |
| YTD | -17.1% | +21.9% | -39.0% | -22.3% |
| 1Y | -8.8% | +44.1% | -52.9% | -19.3% |
| All | +43.2% | +63.1% | -19.9% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 3y: compounded portfolio wealth divided by compounded IBB 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…
3y analysis · Full analysis span regression · 6 months rolling