+114.4%
TJX vs OSCR
-9.0%
+123.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -4.6% | +1.6% | -6.2% | -4.7% |
| 30D | -17.2% | +10.7% | -27.8% | -17.6% |
| 3M | -24.9% | +13.4% | -38.3% | -25.5% |
| 6M | -19.7% | +144.6% | -164.2% | -23.5% |
| YTD | -17.2% | +128.0% | -145.2% | -21.0% |
| 1Y | -9.4% | +68.7% | -78.1% | -12.7% |
| 3Y | +43.1% | +398.8% | -355.7% | +23.8% |
| 5Y | +96.7% | +87.3% | +9.4% | +68.2% |
| All | +114.4% | -9.0% | +123.3% | +94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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