+3.2%
TJX vs JD
-9.8%
+13.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.0% | +2.1% | +5.1% |
| 7D | +4.6% | +9.0% | -4.4% | +4.4% |
| 30D | +7.7% | +5.2% | +2.5% | +7.5% |
| 3M | -7.8% | -15.9% | +8.1% | -7.8% |
| 6M | -5.8% | -7.7% | +1.9% | -6.0% |
| YTD | -4.9% | +0.1% | -5.0% | -5.0% |
| 1Y | +3.2% | -9.7% | +12.9% | +3.4% |
| All | +3.2% | -9.8% | +13.0% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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