+43,607.4%
TJX vs LEN
+10,174.6%
+33,432.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | -4.0% | -3.4% | -0.6% | -3.2% |
| 30D | -20.3% | -5.7% | -14.7% | -19.3% |
| 3M | -23.3% | -12.2% | -11.0% | -21.3% |
| 6M | -19.7% | -18.3% | -1.5% | -16.6% |
| YTD | -17.1% | -20.2% | +3.1% | -13.7% |
| 1Y | -8.8% | -40.1% | +31.3% | +0.9% |
| 3Y | +43.4% | -26.2% | +69.6% | +48.0% |
| 5Y | +95.2% | -9.8% | +105.1% | +89.9% |
| 10Y | +288.1% | +109.1% | +178.9% | +198.5% |
| All | +43,607.4% | +10,174.6% | +33,432.8% | +11,913.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling