+283.6%
TJX vs IQV
+242.6%
+41.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.1% | -0.9% |
| 7D | -4.6% | -2.2% | -2.3% | -3.9% |
| 30D | -17.2% | +8.3% | -25.5% | -19.4% |
| 3M | -24.9% | +44.6% | -69.5% | -33.9% |
| 6M | -19.7% | +52.6% | -72.2% | -31.1% |
| YTD | -17.2% | +16.1% | -33.3% | -23.0% |
| 1Y | -9.4% | +37.3% | -46.7% | -21.1% |
| 3Y | +43.1% | +21.6% | +21.5% | +24.7% |
| 5Y | +96.7% | +0.5% | +96.2% | +82.0% |
| All | +283.6% | +242.6% | +41.1% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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