+437.4%
TJX vs JD
+41.7%
+395.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.9% |
| 7D | -4.0% | -3.0% | -1.0% | -3.7% |
| 30D | -20.3% | -19.3% | -1.0% | -18.7% |
| 3M | -23.3% | -6.0% | -17.2% | -22.9% |
| 6M | -19.7% | +1.8% | -21.5% | -20.1% |
| YTD | -17.1% | -2.6% | -14.6% | -17.2% |
| 1Y | -8.8% | -17.4% | +8.6% | -7.6% |
| 3Y | +43.4% | -8.6% | +52.0% | +40.5% |
| 5Y | +95.2% | -61.6% | +156.8% | +103.2% |
| 10Y | +288.1% | +16.9% | +271.2% | +228.4% |
| All | +437.4% | +41.7% | +395.7% | +353.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling