+85.3%
TJX vs IOT
+54.4%
+30.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.3% |
| 7D | -4.4% | -0.8% | -3.6% | -4.3% |
| 30D | -18.6% | -4.7% | -13.9% | -18.3% |
| 3M | -24.4% | +17.8% | -42.1% | -25.6% |
| 6M | -20.2% | +16.8% | -37.1% | -21.8% |
| YTD | -16.9% | +8.4% | -25.4% | -18.4% |
| 1Y | -8.5% | -0.8% | -7.7% | -9.6% |
| 3Y | +43.7% | +25.7% | +18.0% | +34.4% |
| All | +85.3% | +54.4% | +30.9% | +58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling