+43,607.4%
TJX vs LOW
+34,309.9%
+9,297.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.7% |
| 7D | -4.0% | -0.6% | -3.3% | -3.7% |
| 30D | -20.3% | -9.3% | -11.1% | -17.3% |
| 3M | -23.3% | -8.1% | -15.2% | -20.9% |
| 6M | -19.7% | -19.8% | 0.0% | -13.0% |
| YTD | -17.1% | -16.4% | -0.8% | -11.9% |
| 1Y | -8.8% | -24.7% | +15.9% | +0.8% |
| 3Y | +43.4% | -8.8% | +52.2% | +44.7% |
| 5Y | +95.2% | +7.8% | +87.4% | +82.6% |
| 10Y | +288.1% | +233.8% | +54.2% | +126.5% |
| All | +43,607.4% | +34,309.9% | +9,297.5% | +5,566.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling