+84.7%
TJX vs IOT
+54.1%
+30.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | -4.6% | -4.5% | -0.1% | -4.2% |
| 30D | -17.2% | -2.4% | -14.7% | -17.0% |
| 3M | -24.9% | +19.0% | -43.9% | -26.2% |
| 6M | -19.7% | +19.6% | -39.3% | -21.4% |
| YTD | -17.2% | +8.3% | -25.5% | -18.6% |
| 1Y | -9.4% | -0.8% | -8.6% | -10.5% |
| 3Y | +43.1% | +24.4% | +18.7% | +33.9% |
| All | +84.7% | +54.1% | +30.6% | +58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling