+23,404.4%
TJX vs LNG
+1,116.8%
+22,287.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | -4.4% | -4.5% | +0.1% | -4.2% |
| 30D | -18.6% | +4.7% | -23.2% | -18.7% |
| 3M | -24.4% | +15.1% | -39.5% | -24.7% |
| 6M | -20.2% | +13.6% | -33.8% | -20.6% |
| YTD | -16.9% | +44.0% | -60.9% | -18.0% |
| 1Y | -8.5% | +18.4% | -26.9% | -9.1% |
| 3Y | +43.7% | +75.9% | -32.1% | +40.8% |
| 5Y | +97.3% | +231.7% | -134.3% | +89.0% |
| 10Y | +289.0% | +549.0% | -260.0% | +263.7% |
| All | +23,404.4% | +1,116.8% | +22,287.6% | +18,464.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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