+97.2%
TJX vs O
+15.7%
+81.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -4.6% | -2.9% | -1.7% | -3.6% |
| 30D | -17.2% | -4.5% | -12.6% | -15.8% |
| 3M | -24.9% | -2.6% | -22.3% | -24.2% |
| 6M | -19.7% | -5.6% | -14.0% | -18.1% |
| YTD | -17.2% | +9.3% | -26.5% | -19.9% |
| 1Y | -9.4% | +4.3% | -13.7% | -11.0% |
| 3Y | +43.1% | +27.4% | +15.6% | +28.9% |
| All | +97.2% | +15.7% | +81.5% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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