+6,553.9%
TJX vs IJH
+1,054.0%
+5,499.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.9% |
| 7D | -4.6% | -1.9% | -2.7% | -3.2% |
| 30D | -17.2% | -4.6% | -12.5% | -14.2% |
| 3M | -24.9% | -1.2% | -23.7% | -24.5% |
| 6M | -19.7% | +9.4% | -29.1% | -25.3% |
| YTD | -17.2% | +13.3% | -30.5% | -25.3% |
| 1Y | -9.4% | +13.4% | -22.8% | -18.6% |
| 3Y | +43.1% | +50.4% | -7.4% | +1.0% |
| 5Y | +96.7% | +49.0% | +47.8% | +38.7% |
| 10Y | +287.7% | +182.6% | +105.1% | +67.6% |
| All | +6,553.9% | +1,054.0% | +5,499.9% | +829.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling