+97.3%
TJX vs IBB
+17.1%
+80.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.8% |
| 7D | -4.4% | -5.2% | +0.9% | -2.4% |
| 30D | -18.6% | +1.5% | -20.0% | -19.3% |
| 3M | -24.4% | +22.1% | -46.5% | -30.5% |
| 6M | -20.2% | +17.7% | -38.0% | -25.8% |
| YTD | -16.9% | +20.2% | -37.1% | -23.6% |
| 1Y | -8.5% | +44.4% | -52.9% | -22.5% |
| 3Y | +43.7% | +61.1% | -17.4% | +14.0% |
| 5Y | +97.3% | +18.5% | +78.8% | +67.6% |
| All | +97.3% | +17.1% | +80.2% | +67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling