-9.4%
TJX vs LUNR
+73.3%
-82.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.3% |
| 7D | -4.6% | -3.1% | -1.5% | -4.6% |
| 30D | -17.2% | -15.3% | -1.8% | -17.3% |
| 3M | -24.9% | -53.2% | +28.3% | -25.3% |
| 6M | -19.7% | -22.2% | +2.6% | -20.5% |
| YTD | -17.2% | -11.6% | -5.6% | -18.0% |
| 1Y | -9.4% | +68.4% | -77.9% | -6.7% |
| All | -9.4% | +73.3% | -82.7% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 1y: compounded portfolio wealth divided by compounded LUNR 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…
1y analysis · Full analysis span regression · 6 months rolling