+97.2%
TJX vs ONTO
+261.1%
-163.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -4.9% | -0.7% |
| 7D | -4.6% | +4.9% | -9.5% | -5.0% |
| 30D | -17.2% | -16.6% | -0.5% | -16.1% |
| 3M | -24.9% | -7.3% | -17.6% | -25.4% |
| 6M | -19.7% | +45.9% | -65.6% | -24.5% |
| YTD | -17.2% | +78.2% | -95.4% | -24.3% |
| 1Y | -9.4% | +159.8% | -169.2% | -21.4% |
| 3Y | +43.1% | +123.4% | -80.3% | +15.8% |
| All | +97.2% | +261.1% | -163.9% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling