+788.8%
TJX vs INDA
+107.4%
+681.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | -4.4% | -3.6% | -0.7% | -2.9% |
| 30D | -18.6% | -4.0% | -14.6% | -17.2% |
| 3M | -24.4% | +1.7% | -26.1% | -24.9% |
| 6M | -20.2% | -3.6% | -16.6% | -19.2% |
| YTD | -16.9% | -11.0% | -5.9% | -13.1% |
| 1Y | -8.5% | -9.5% | +1.0% | -5.0% |
| 3Y | +43.7% | +7.6% | +36.1% | +37.9% |
| 5Y | +97.3% | +4.8% | +92.5% | +91.1% |
| 10Y | +289.0% | +82.3% | +206.7% | +196.6% |
| All | +788.8% | +107.4% | +681.5% | +532.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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