+43.1%
TJX vs IT
-49.4%
+92.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.3% | -5.6% | -0.7% |
| 7D | -4.6% | -3.7% | -0.9% | -4.3% |
| 30D | -17.2% | +0.1% | -17.2% | -17.2% |
| 3M | -24.9% | +20.7% | -45.6% | -26.5% |
| 6M | -19.7% | +12.0% | -31.6% | -21.1% |
| YTD | -17.2% | -28.8% | +11.6% | -14.6% |
| 1Y | -9.4% | -25.5% | +16.1% | -7.5% |
| 3Y | +43.1% | -48.8% | +91.8% | +59.6% |
| All | +43.1% | -49.4% | +92.5% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling