+3,782.6%
TJX vs JHX
+2,243.5%
+1,539.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -4.6% | -6.3% | +1.7% | -3.5% |
| 30D | -17.2% | -7.7% | -9.4% | -16.0% |
| 3M | -24.9% | +19.2% | -44.1% | -27.6% |
| 6M | -19.7% | +38.3% | -57.9% | -25.1% |
| YTD | -17.2% | +37.2% | -54.4% | -23.0% |
| 1Y | -9.4% | +42.3% | -51.7% | -16.7% |
| 3Y | +43.1% | -4.4% | +47.5% | +34.2% |
| 5Y | +96.7% | -26.4% | +123.1% | +90.6% |
| 10Y | +287.7% | +106.3% | +181.5% | +198.7% |
| All | +3,782.6% | +2,243.5% | +1,539.1% | +1,877.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling