+296.8%
TJX vs IR
+332.9%
-36.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -0.3% | +2.5% | -2.9% | -1.2% |
| 30D | -5.6% | +9.2% | -14.8% | -8.7% |
| 3M | -12.3% | +0.9% | -13.3% | -12.9% |
| 6M | -7.7% | +19.2% | -26.9% | -14.2% |
| YTD | -11.4% | +7.5% | -18.9% | -15.3% |
| 1Y | -7.0% | +11.7% | -18.8% | -12.5% |
| 3Y | +53.3% | +23.9% | +29.4% | +33.4% |
| 5Y | +109.9% | +46.4% | +63.6% | +66.8% |
| All | +296.8% | +332.9% | -36.1% | +121.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling