+97.2%
TJX vs ICE
+40.4%
+56.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | -4.6% | -2.4% | -2.2% | -3.8% |
| 30D | -17.2% | +4.0% | -21.2% | -18.3% |
| 3M | -24.9% | +13.7% | -38.6% | -28.1% |
| 6M | -19.7% | +0.9% | -20.6% | -20.4% |
| YTD | -17.2% | -2.1% | -15.1% | -17.5% |
| 1Y | -9.4% | -9.5% | +0.1% | -7.2% |
| 3Y | +43.1% | +42.1% | +1.0% | +21.1% |
| All | +97.2% | +40.4% | +56.8% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling