+270.9%
TJX vs IR
+271.1%
-0.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -4.6% | -4.5% | -0.1% | -3.0% |
| 30D | -17.2% | -13.9% | -3.2% | -12.7% |
| 3M | -24.9% | -0.3% | -24.6% | -25.3% |
| 6M | -19.7% | -14.3% | -5.3% | -16.0% |
| YTD | -17.2% | -7.9% | -9.3% | -16.2% |
| 1Y | -9.4% | -9.9% | +0.5% | -7.9% |
| 3Y | +43.1% | +6.5% | +36.5% | +31.4% |
| 5Y | +96.7% | +34.0% | +62.7% | +61.3% |
| All | +270.9% | +271.1% | -0.2% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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