+283.6%
TJX vs IBKR
+1,011.6%
-728.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.9% |
| 7D | -4.6% | -1.3% | -3.2% | -4.2% |
| 30D | -17.2% | -0.2% | -16.9% | -17.3% |
| 3M | -24.9% | +3.0% | -27.9% | -26.2% |
| 6M | -19.7% | +33.9% | -53.5% | -27.3% |
| YTD | -17.2% | +42.5% | -59.7% | -27.1% |
| 1Y | -9.4% | +44.9% | -54.3% | -21.4% |
| 3Y | +43.1% | +293.0% | -249.9% | -16.7% |
| 5Y | +96.7% | +497.7% | -400.9% | -6.1% |
| All | +283.6% | +1,011.6% | -728.0% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 10y: compounded portfolio wealth divided by compounded IBKR 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…
10y analysis · Full analysis span regression · 6 months rolling