+283.6%
TJX vs JCI
+348.5%
-64.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.6% | -1.2% |
| 7D | -4.6% | +0.7% | -5.3% | -4.9% |
| 30D | -17.2% | -4.4% | -12.7% | -15.7% |
| 3M | -24.9% | +1.7% | -26.6% | -26.0% |
| 6M | -19.7% | +8.8% | -28.5% | -23.7% |
| YTD | -17.2% | +22.6% | -39.8% | -25.8% |
| 1Y | -9.4% | +36.2% | -45.6% | -23.0% |
| 3Y | +43.1% | +168.0% | -124.9% | -16.1% |
| 5Y | +96.7% | +113.5% | -16.7% | +26.9% |
| All | +283.6% | +348.5% | -64.9% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 10y: compounded portfolio wealth divided by compounded JCI 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…
10y analysis · Full analysis span regression · 6 months rolling