+97.2%
TJX vs IBN
+58.3%
+38.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.9% |
| 7D | -4.6% | -3.0% | -1.6% | -3.6% |
| 30D | -17.2% | -1.5% | -15.7% | -16.8% |
| 3M | -24.9% | +7.9% | -32.8% | -26.9% |
| 6M | -19.7% | +8.6% | -28.3% | -22.1% |
| YTD | -17.2% | -0.6% | -16.6% | -17.6% |
| 1Y | -9.4% | -7.3% | -2.1% | -7.8% |
| 3Y | +43.1% | +26.2% | +16.9% | +27.5% |
| All | +97.2% | +58.3% | +38.9% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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