+43,711.4%
TJX vs OMC
+5,772.0%
+37,939.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.2% | -0.3% |
| 7D | -4.4% | -6.2% | +1.9% | -2.0% |
| 30D | -18.6% | -7.6% | -11.0% | -16.2% |
| 3M | -24.4% | +7.4% | -31.8% | -26.9% |
| 6M | -20.2% | +0.1% | -20.4% | -21.1% |
| YTD | -16.9% | +0.4% | -17.4% | -19.1% |
| 1Y | -8.5% | +7.8% | -16.3% | -13.8% |
| 3Y | +43.7% | +11.8% | +31.9% | +29.8% |
| 5Y | +97.3% | +32.5% | +64.9% | +62.6% |
| 10Y | +289.0% | +34.2% | +254.7% | +208.9% |
| All | +43,711.4% | +5,772.0% | +37,939.4% | +6,864.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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