+53.3%
TJX vs IP
+18.8%
+34.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.4% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | -5.6% | +7.9% | -13.5% | -6.4% |
| 3M | -12.3% | -15.3% | +3.0% | -10.7% |
| 6M | -7.7% | +10.5% | -18.2% | -9.3% |
| YTD | -11.4% | -9.4% | -2.0% | -11.2% |
| 1Y | -7.0% | -4.6% | -2.4% | -7.3% |
| 3Y | +53.3% | +21.2% | +32.0% | +53.9% |
| All | +53.3% | +18.8% | +34.4% | +53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling