+43.1%
TJX vs JHX
-4.5%
+47.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | -4.6% | -6.3% | +1.7% | -4.2% |
| 30D | -17.2% | -7.7% | -9.4% | -16.7% |
| 3M | -24.9% | +19.2% | -44.1% | -25.9% |
| 6M | -19.7% | +38.3% | -57.9% | -21.8% |
| YTD | -17.2% | +37.2% | -54.4% | -19.6% |
| 1Y | -9.4% | +42.3% | -51.7% | -12.3% |
| 3Y | +43.1% | -4.4% | +47.5% | +40.4% |
| All | +43.1% | -4.5% | +47.5% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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