+316.4%
TJX vs IP
+20.8%
+295.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.6% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | -5.6% | +7.9% | -13.5% | -7.9% |
| 3M | -12.3% | -15.3% | +3.0% | -7.9% |
| 6M | -7.7% | +10.5% | -18.2% | -12.1% |
| YTD | -11.4% | -9.4% | -2.0% | -11.0% |
| 1Y | -7.0% | -4.6% | -2.4% | -8.5% |
| 3Y | +53.3% | +21.2% | +32.0% | +27.0% |
| 5Y | +109.9% | -13.3% | +123.2% | +98.3% |
| All | +316.4% | +20.8% | +295.6% | +223.1% |
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