+95.2%
TJX vs KEY
+40.7%
+54.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -4.0% | -0.3% | -3.6% | -3.9% |
| 30D | -20.3% | -3.3% | -17.1% | -19.8% |
| 3M | -23.3% | -0.7% | -22.5% | -23.2% |
| 6M | -19.7% | +12.5% | -32.3% | -21.7% |
| YTD | -17.1% | +8.4% | -25.5% | -18.8% |
| 1Y | -8.8% | +18.4% | -27.2% | -12.3% |
| 3Y | +43.4% | +123.3% | -79.9% | +16.8% |
| 5Y | +95.2% | +38.8% | +56.4% | +84.3% |
| All | +95.2% | +40.7% | +54.5% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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