+3.2%
TJX vs IOT
+8.2%
-5.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.1% | +1.0% | +5.1% |
| 7D | +4.6% | -0.5% | +5.1% | +4.6% |
| 30D | +7.7% | +1.0% | +6.7% | +7.6% |
| 3M | -7.8% | +10.9% | -18.7% | -8.1% |
| 6M | -5.8% | +39.9% | -45.7% | -6.5% |
| YTD | -4.9% | +20.8% | -25.6% | -3.8% |
| 1Y | +3.2% | +10.6% | -7.4% | +4.9% |
| All | +3.2% | +8.2% | -5.0% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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