+83.5%
TJX vs LUNR
+48.7%
+34.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.2% |
| 3M | -24.9% | -53.2% | +28.3% | -24.9% |
| 6M | -19.7% | -22.2% | +2.6% | -19.7% |
| YTD | -17.2% | -11.6% | -5.6% | -17.3% |
| 1Y | -9.4% | +68.4% | -77.9% | -9.5% |
| 3Y | +43.1% | +216.8% | -173.7% | +44.2% |
| All | +83.5% | +48.7% | +34.8% | +93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling