+389.5%
TJX vs KEYS
+1,113.8%
-724.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -1.3% |
| 7D | -4.6% | +3.5% | -8.1% | -5.5% |
| 30D | -17.2% | -4.5% | -12.7% | -16.3% |
| 3M | -24.9% | -0.4% | -24.5% | -25.6% |
| 6M | -19.7% | +19.1% | -38.8% | -24.7% |
| YTD | -17.2% | +66.7% | -83.9% | -30.4% |
| 1Y | -9.4% | +96.5% | -105.9% | -28.0% |
| 3Y | +43.1% | +155.2% | -112.1% | +1.6% |
| 5Y | +96.7% | +88.0% | +8.7% | +51.2% |
| 10Y | +287.7% | +1,046.8% | -759.0% | +88.2% |
| All | +389.5% | +1,113.8% | -724.3% | +142.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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