+3.2%
TJX vs JBL
+20.8%
-17.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.8% | +10.0% | +5.1% |
| 7D | +4.6% | -11.1% | +15.7% | +4.6% |
| 30D | +7.7% | -14.1% | +21.8% | +7.7% |
| 3M | -7.8% | -23.9% | +16.1% | -7.6% |
| 6M | -5.8% | -24.1% | +18.3% | -5.9% |
| YTD | -4.9% | +13.5% | -18.4% | -8.6% |
| 1Y | +3.2% | +23.7% | -20.6% | -2.4% |
| All | +3.2% | +20.8% | -17.6% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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