+2,776.8%
TJX vs ITOT
+887.7%
+1,889.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -1.0% |
| 7D | -4.6% | -0.9% | -3.7% | -3.8% |
| 30D | -17.2% | -1.5% | -15.7% | -16.2% |
| 3M | -24.9% | +3.6% | -28.5% | -27.3% |
| 6M | -19.7% | +13.7% | -33.4% | -28.4% |
| YTD | -17.2% | +12.9% | -30.1% | -26.0% |
| 1Y | -9.4% | +17.2% | -26.6% | -21.8% |
| 3Y | +43.1% | +75.6% | -32.6% | -14.8% |
| 5Y | +96.7% | +75.5% | +21.2% | +16.4% |
| 10Y | +287.7% | +302.0% | -14.2% | +13.4% |
| All | +2,776.8% | +887.7% | +1,889.2% | +295.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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