+97.2%
TJX vs LOW
+5.4%
+91.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -4.6% | -3.7% | -0.9% | -3.0% |
| 30D | -17.2% | -8.9% | -8.3% | -13.9% |
| 3M | -24.9% | -10.4% | -14.5% | -21.6% |
| 6M | -19.7% | -19.4% | -0.3% | -12.5% |
| YTD | -17.2% | -17.1% | -0.1% | -11.4% |
| 1Y | -9.4% | -26.3% | +16.8% | +1.9% |
| 3Y | +43.1% | -9.9% | +53.0% | +44.0% |
| All | +97.2% | +5.4% | +91.8% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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