+43,607.4%
TJX vs JCI
+2,331.2%
+41,276.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.9% |
| 7D | -4.0% | +4.1% | -8.0% | -4.9% |
| 30D | -20.3% | -3.8% | -16.5% | -19.6% |
| 3M | -23.3% | -1.6% | -21.6% | -23.3% |
| 6M | -19.7% | +9.5% | -29.3% | -22.0% |
| YTD | -17.1% | +21.7% | -38.9% | -21.7% |
| 1Y | -8.8% | +37.1% | -45.9% | -16.4% |
| 3Y | +43.4% | +165.2% | -121.8% | +10.3% |
| 5Y | +95.2% | +110.3% | -15.1% | +57.7% |
| 10Y | +288.1% | +341.0% | -52.9% | +162.5% |
| All | +43,607.4% | +2,331.2% | +41,276.2% | +15,463.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling