+286.8%
TJX vs INVH
+75.4%
+211.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -4.6% | -3.0% | -1.6% | -3.3% |
| 30D | -17.2% | -7.5% | -9.6% | -14.2% |
| 3M | -24.9% | -5.5% | -19.4% | -23.1% |
| 6M | -19.7% | +11.7% | -31.4% | -23.9% |
| YTD | -17.2% | +1.3% | -18.5% | -18.3% |
| 1Y | -9.4% | -6.1% | -3.3% | -7.7% |
| 3Y | +43.1% | -9.8% | +52.8% | +45.6% |
| 5Y | +96.7% | -19.7% | +116.4% | +108.4% |
| All | +286.8% | +75.4% | +211.4% | +182.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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