+328.2%
TJX vs IP
+31.6%
+296.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.8% | +1.2% |
| 7D | -2.0% | -3.0% | +1.0% | -1.1% |
| 30D | -0.5% | +10.6% | -11.1% | -3.7% |
| 3M | -14.1% | -13.6% | -0.5% | -10.4% |
| 6M | -9.4% | +10.4% | -19.8% | -13.5% |
| YTD | -9.2% | -6.5% | -2.8% | -9.8% |
| 1Y | -3.3% | -2.1% | -1.2% | -5.6% |
| 3Y | +57.1% | +22.0% | +35.2% | +30.5% |
| 5Y | +112.3% | -9.7% | +122.0% | +97.8% |
| 10Y | +328.2% | +26.8% | +301.4% | +240.7% |
| All | +328.2% | +31.6% | +296.6% | +240.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling