+3.2%
TJX vs IVZ
+30.5%
-27.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.2% | +1.0% | +4.8% |
| 7D | +4.6% | +2.6% | +2.0% | +4.3% |
| 30D | +7.7% | -3.5% | +11.2% | +8.0% |
| 3M | -7.8% | -7.4% | -0.4% | -7.2% |
| 6M | -5.8% | +14.7% | -20.5% | -7.3% |
| YTD | -4.9% | +14.6% | -19.5% | -7.6% |
| 1Y | +3.2% | +30.7% | -27.6% | -2.5% |
| All | +3.2% | +30.5% | -27.4% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling