+50.2%
TJX vs IP
+25.8%
+24.3%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.3% |
| 7D | -2.2% | -5.3% | +3.0% | -1.6% |
| 30D | -17.1% | -10.9% | -6.3% | -16.1% |
| 3M | -16.5% | +11.2% | -27.6% | -17.8% |
| 6M | -17.8% | -10.2% | -7.6% | -17.3% |
| YTD | -13.2% | -2.0% | -11.2% | -13.8% |
| 1Y | -5.2% | -19.1% | +13.9% | -4.0% |
| All | +50.2% | +25.8% | +24.3% | +45.6% |
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