+283.6%
TJX vs P
+718.8%
-435.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.7% | -0.9% |
| 7D | -4.6% | -1.3% | -3.3% | -4.4% |
| 30D | -17.2% | -11.9% | -5.3% | -15.8% |
| 3M | -24.9% | +41.6% | -66.5% | -29.5% |
| 6M | -19.7% | +58.1% | -77.8% | -26.8% |
| YTD | -17.2% | +46.5% | -63.7% | -24.3% |
| 1Y | -9.4% | +19.1% | -28.5% | -15.6% |
| 3Y | +43.1% | +150.6% | -107.5% | +7.0% |
| 5Y | +96.7% | +271.8% | -175.0% | +29.4% |
| All | +283.6% | +718.8% | -435.2% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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