+108.6%
TJX vs LTH
+152.0%
-43.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.9% |
| 7D | -4.0% | -4.0% | 0.0% | -3.3% |
| 30D | -20.3% | -1.7% | -18.7% | -20.2% |
| 3M | -23.3% | +28.0% | -51.3% | -26.4% |
| 6M | -19.7% | +54.1% | -73.8% | -25.7% |
| YTD | -17.1% | +57.1% | -74.2% | -23.7% |
| 1Y | -8.8% | +45.8% | -54.6% | -15.1% |
| 3Y | +43.4% | +157.6% | -114.2% | +18.0% |
| All | +108.6% | +152.0% | -43.3% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling