+283.6%
TJX vs IT
+103.1%
+180.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.3% | -5.6% | -1.8% |
| 7D | -4.6% | -3.7% | -0.9% | -3.7% |
| 30D | -17.2% | +0.1% | -17.2% | -17.5% |
| 3M | -24.9% | +20.7% | -45.6% | -30.3% |
| 6M | -19.7% | +12.0% | -31.6% | -24.7% |
| YTD | -17.2% | -28.8% | +11.6% | -11.1% |
| 1Y | -9.4% | -25.5% | +16.1% | -5.1% |
| 3Y | +43.1% | -48.8% | +91.8% | +64.0% |
| 5Y | +96.7% | -42.7% | +139.4% | +109.0% |
| All | +283.6% | +103.1% | +180.6% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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