+4,560.3%
TJX vs IBB
+532.8%
+4,027.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.4% |
| 7D | -4.6% | -4.2% | -0.3% | -2.9% |
| 30D | -17.2% | +1.1% | -18.3% | -17.8% |
| 3M | -24.9% | +19.0% | -43.9% | -30.5% |
| 6M | -19.7% | +18.9% | -38.5% | -25.8% |
| YTD | -17.2% | +20.3% | -37.5% | -24.1% |
| 1Y | -9.4% | +41.5% | -50.9% | -22.6% |
| 3Y | +43.1% | +60.3% | -17.2% | +14.5% |
| 5Y | +96.7% | +18.7% | +78.0% | +76.6% |
| 10Y | +287.7% | +124.2% | +163.6% | +160.5% |
| All | +4,560.3% | +532.8% | +4,027.5% | +1,655.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling