+97.3%
TJX vs JD
-62.5%
+159.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | -4.4% | -2.6% | -1.8% | -4.2% |
| 30D | -18.6% | -15.4% | -3.2% | -17.8% |
| 3M | -24.4% | -5.0% | -19.3% | -24.2% |
| 6M | -20.2% | +0.9% | -21.2% | -20.4% |
| YTD | -16.9% | -2.5% | -14.4% | -17.0% |
| 1Y | -8.5% | -16.0% | +7.5% | -7.8% |
| 3Y | +43.7% | -8.5% | +52.3% | +42.1% |
| 5Y | +97.3% | -61.8% | +159.1% | +100.7% |
| All | +97.3% | -62.5% | +159.8% | +100.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling