+19,803.5%
TJX vs IT
+5,548.9%
+14,254.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.8% |
| 7D | -4.0% | -9.1% | +5.2% | -2.1% |
| 30D | -20.3% | -12.2% | -8.2% | -18.4% |
| 3M | -23.3% | +7.8% | -31.1% | -25.4% |
| 6M | -19.7% | +2.0% | -21.7% | -21.7% |
| YTD | -17.1% | -32.7% | +15.6% | -12.7% |
| 1Y | -8.8% | -31.1% | +22.3% | -4.9% |
| 3Y | +43.4% | -52.1% | +95.5% | +58.2% |
| 5Y | +95.2% | -46.3% | +141.5% | +108.4% |
| 10Y | +288.1% | +91.4% | +196.7% | +215.7% |
| All | +19,803.5% | +5,548.9% | +14,254.6% | +9,250.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling