+283.6%
TJX vs IJR
+172.1%
+111.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.7% |
| 7D | -4.6% | -2.2% | -2.4% | -3.1% |
| 30D | -17.2% | -4.6% | -12.6% | -14.5% |
| 3M | -24.9% | +0.2% | -25.1% | -25.2% |
| 6M | -19.7% | +14.7% | -34.4% | -27.3% |
| YTD | -17.2% | +18.9% | -36.1% | -27.1% |
| 1Y | -9.4% | +19.9% | -29.4% | -21.1% |
| 3Y | +43.1% | +53.0% | -9.9% | +0.6% |
| 5Y | +96.7% | +40.9% | +55.8% | +45.5% |
| All | +283.6% | +172.1% | +111.6% | +68.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling