+6,958.9%
TJX vs IYR
+683.6%
+6,275.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.7% |
| 7D | -4.4% | -2.8% | -1.5% | -3.0% |
| 30D | -18.6% | -2.5% | -16.0% | -17.5% |
| 3M | -24.4% | -3.0% | -21.4% | -23.3% |
| 6M | -20.2% | +1.6% | -21.9% | -21.0% |
| YTD | -16.9% | +7.3% | -24.2% | -20.0% |
| 1Y | -8.5% | +5.6% | -14.1% | -11.2% |
| 3Y | +43.7% | +28.1% | +15.6% | +25.1% |
| 5Y | +97.3% | +6.1% | +91.2% | +88.0% |
| 10Y | +289.0% | +67.7% | +221.3% | +198.7% |
| All | +6,958.9% | +683.6% | +6,275.3% | +2,019.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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