-5.2%
TJX vs IJR
+25.5%
-30.7%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -2.2% | -0.2% | -2.1% | -2.2% |
| 30D | -17.1% | -2.4% | -14.7% | -16.7% |
| 3M | -16.5% | +3.9% | -20.4% | -17.6% |
| 6M | -17.8% | +12.4% | -30.2% | -21.2% |
| YTD | -13.2% | +21.5% | -34.7% | -18.5% |
| 1Y | -5.2% | +24.0% | -29.2% | -11.7% |
| All | -5.2% | +25.5% | -30.7% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 1y: compounded portfolio wealth divided by compounded IJR 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…
1y analysis · Full analysis span regression · 6 months rolling