+283.6%
TJX vs IRM
+440.8%
-157.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.9% |
| 7D | -4.6% | -1.4% | -3.2% | -4.2% |
| 30D | -17.2% | -7.4% | -9.8% | -15.3% |
| 3M | -24.9% | -7.4% | -17.6% | -23.5% |
| 6M | -19.7% | +8.7% | -28.3% | -22.7% |
| YTD | -17.2% | +40.9% | -58.1% | -27.2% |
| 1Y | -9.4% | +20.5% | -29.9% | -16.7% |
| 3Y | +43.1% | +101.7% | -58.6% | +4.6% |
| 5Y | +96.7% | +197.7% | -101.0% | +20.1% |
| All | +283.6% | +440.8% | -157.2% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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