+53.3%
TJX vs LTH
+241.8%
-188.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.3% | -1.5% |
| 7D | -0.3% | -1.3% | +0.9% | -0.2% |
| 30D | -5.6% | +15.7% | -21.3% | -7.5% |
| 3M | -12.3% | +5.0% | -17.3% | -13.0% |
| 6M | -7.7% | +37.7% | -45.4% | -11.8% |
| YTD | -11.4% | +75.0% | -86.4% | -18.7% |
| 1Y | -7.0% | +82.6% | -89.7% | -15.3% |
| 3Y | +53.3% | +241.3% | -188.0% | +27.3% |
| All | +53.3% | +241.8% | -188.5% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling