+283.6%
TJX vs ICE
+220.6%
+63.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.8% |
| 7D | -4.6% | -2.4% | -2.2% | -3.6% |
| 30D | -17.2% | +4.0% | -21.2% | -18.7% |
| 3M | -24.9% | +13.7% | -38.6% | -29.3% |
| 6M | -19.7% | +0.9% | -20.6% | -20.6% |
| YTD | -17.2% | -2.1% | -15.1% | -17.6% |
| 1Y | -9.4% | -9.5% | +0.1% | -6.6% |
| 3Y | +43.1% | +42.1% | +1.0% | +16.5% |
| 5Y | +96.7% | +41.4% | +55.3% | +57.2% |
| All | +283.6% | +220.6% | +63.0% | +132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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