+97.2%
TJX vs IJH
+48.0%
+49.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.8% |
| 7D | -4.6% | -1.9% | -2.7% | -3.5% |
| 30D | -17.2% | -4.6% | -12.5% | -14.8% |
| 3M | -24.9% | -1.2% | -23.7% | -24.6% |
| 6M | -19.7% | +9.4% | -29.1% | -24.2% |
| YTD | -17.2% | +13.3% | -30.5% | -23.8% |
| 1Y | -9.4% | +13.4% | -22.8% | -16.8% |
| 3Y | +43.1% | +50.4% | -7.4% | +6.1% |
| All | +97.2% | +48.0% | +49.2% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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