+43.2%
TJX vs JD
-8.1%
+51.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -2.1% |
| 7D | -4.0% | -3.0% | -1.0% | -3.8% |
| 30D | -20.3% | -19.3% | -1.0% | -19.7% |
| 3M | -23.3% | -6.0% | -17.2% | -23.1% |
| 6M | -19.7% | +1.8% | -21.5% | -19.9% |
| YTD | -17.1% | -2.6% | -14.6% | -17.2% |
| 1Y | -8.8% | -17.4% | +8.6% | -8.3% |
| All | +43.2% | -8.1% | +51.3% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling