+123.1%
TJX vs LTH
+180.7%
-57.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.8% |
| 3M | -12.3% | +5.0% | -17.3% | -13.1% |
| 6M | -7.7% | +37.7% | -45.4% | -12.7% |
| YTD | -11.4% | +75.0% | -86.4% | -20.0% |
| 1Y | -7.0% | +82.6% | -89.7% | -16.7% |
| 3Y | +53.3% | +241.3% | -188.0% | +20.6% |
| 5Y | +109.9% | +135.4% | -25.5% | +61.2% |
| All | +123.1% | +180.7% | -57.7% | +70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling