+29,443.2%
TJX vs IRM
+9,823.4%
+19,619.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -2.0% |
| 7D | -4.0% | +3.0% | -7.0% | -4.7% |
| 30D | -20.3% | -5.2% | -15.1% | -19.3% |
| 3M | -23.3% | -8.0% | -15.2% | -21.9% |
| 6M | -19.7% | +9.2% | -28.9% | -22.2% |
| YTD | -17.1% | +41.0% | -58.1% | -25.0% |
| 1Y | -8.8% | +23.3% | -32.0% | -14.9% |
| 3Y | +43.4% | +102.8% | -59.4% | +14.9% |
| 5Y | +95.2% | +192.8% | -97.6% | +40.3% |
| 10Y | +288.1% | +439.6% | -151.6% | +132.4% |
| All | +29,443.2% | +9,823.4% | +19,619.9% | +10,724.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling