+108.5%
TJX vs LTH
+150.5%
-42.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | -4.6% | -4.0% | -0.6% | -4.0% |
| 30D | -17.2% | -5.3% | -11.9% | -16.5% |
| 3M | -24.9% | +19.0% | -43.9% | -27.1% |
| 6M | -19.7% | +55.8% | -75.4% | -25.8% |
| YTD | -17.2% | +56.1% | -73.3% | -23.7% |
| 1Y | -9.4% | +41.3% | -50.7% | -15.3% |
| 3Y | +43.1% | +156.6% | -113.6% | +17.8% |
| All | +108.5% | +150.5% | -42.0% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling