+474.6%
TJX vs JD
+46.5%
+428.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.3% |
| 7D | -0.3% | -4.1% | +3.8% | +0.1% |
| 30D | -5.6% | +4.6% | -10.2% | -6.0% |
| 3M | -12.3% | -4.7% | -7.6% | -12.0% |
| 6M | -7.7% | -17.4% | +9.7% | -6.2% |
| YTD | -11.4% | +0.7% | -12.1% | -11.9% |
| 1Y | -7.0% | -5.9% | -1.2% | -6.9% |
| 3Y | +53.3% | +18.9% | +34.4% | +46.0% |
| 5Y | +109.9% | -62.9% | +172.8% | +120.1% |
| 10Y | +310.0% | +32.5% | +277.5% | +242.9% |
| All | +474.6% | +46.5% | +428.1% | +383.5% |
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