+53.3%
TJX vs IR
+25.2%
+28.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -0.3% | +2.5% | -2.9% | -0.8% |
| 30D | -5.6% | +9.2% | -14.8% | -7.3% |
| 3M | -12.3% | +0.9% | -13.3% | -12.6% |
| 6M | -7.7% | +19.2% | -26.9% | -11.4% |
| YTD | -11.4% | +7.5% | -18.9% | -13.6% |
| 1Y | -7.0% | +11.7% | -18.8% | -10.1% |
| 3Y | +53.3% | +23.9% | +29.4% | +34.3% |
| All | +53.3% | +25.2% | +28.1% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling