+43.5%
TJX vs ONTO
+106.2%
-62.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.3% |
| 7D | -4.4% | +6.5% | -10.9% | -4.5% |
| 30D | -18.6% | -15.9% | -2.7% | -18.3% |
| 3M | -24.4% | -0.2% | -24.2% | -24.9% |
| 6M | -20.2% | +38.7% | -59.0% | -22.2% |
| YTD | -16.9% | +70.4% | -87.3% | -20.0% |
| 1Y | -8.5% | +153.6% | -162.1% | -14.0% |
| All | +43.5% | +106.2% | -62.7% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling