-5.2%
TJX vs ONTO
+162.8%
-168.0%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.2% | -6.2% | +0.1% |
| 7D | -2.2% | -1.0% | -1.2% | -2.3% |
| 30D | -17.1% | -2.9% | -14.3% | -17.1% |
| 3M | -16.5% | -2.5% | -14.0% | -16.7% |
| 6M | -17.8% | +28.2% | -46.0% | -18.5% |
| YTD | -13.2% | +69.8% | -83.0% | -13.2% |
| 1Y | -5.2% | +162.9% | -168.1% | -2.2% |
| All | -5.2% | +162.8% | -168.0% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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