+228.9%
TJX vs OTIS
+91.3%
+137.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -1.0% |
| 7D | -4.6% | -3.0% | -1.6% | -3.5% |
| 30D | -17.2% | -6.0% | -11.1% | -15.3% |
| 3M | -24.9% | -0.9% | -24.0% | -24.9% |
| 6M | -19.7% | -17.3% | -2.3% | -14.1% |
| YTD | -17.2% | -19.6% | +2.4% | -10.7% |
| 1Y | -9.4% | -21.0% | +11.6% | -1.7% |
| 3Y | +43.1% | -12.1% | +55.2% | +45.7% |
| 5Y | +96.7% | -17.1% | +113.8% | +100.4% |
| All | +228.9% | +91.3% | +137.6% | +172.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 10y: compounded portfolio wealth divided by compounded OTIS 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…
10y analysis · Full analysis span regression · 6 months rolling