+3.2%
TJX vs LEN
-21.9%
+25.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +7.1% | -1.9% | +3.9% |
| 7D | +4.6% | +10.5% | -5.9% | +2.9% |
| 30D | +7.7% | +24.6% | -16.9% | +3.9% |
| 3M | -7.8% | +6.6% | -14.5% | -9.0% |
| 6M | -5.8% | +10.6% | -16.4% | -8.0% |
| YTD | -4.9% | -8.3% | +3.4% | -5.2% |
| 1Y | +3.2% | -22.5% | +25.7% | +5.3% |
| All | +3.2% | -21.9% | +25.0% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling