+279.4%
TJX vs IR
+282.2%
-2.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -1.8% |
| 7D | -3.3% | +0.6% | -3.9% | -3.5% |
| 30D | -19.9% | -13.6% | -6.2% | -15.7% |
| 3M | -19.0% | +3.7% | -22.7% | -20.6% |
| 6M | -18.6% | -13.1% | -5.5% | -15.3% |
| YTD | -15.3% | -5.1% | -10.2% | -15.2% |
| 1Y | -7.3% | -6.5% | -0.9% | -7.0% |
| 3Y | +46.6% | +8.5% | +38.1% | +33.8% |
| 5Y | +98.5% | +43.3% | +55.2% | +58.8% |
| All | +279.4% | +282.2% | -2.8% | +121.6% |
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