+43.2%
TJX vs P
+144.8%
-101.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.9% | -2.1% |
| 7D | -4.0% | +5.0% | -9.0% | -4.0% |
| 30D | -20.3% | -0.9% | -19.4% | -20.3% |
| 3M | -23.3% | +38.7% | -61.9% | -23.5% |
| 6M | -19.7% | +54.4% | -74.1% | -20.4% |
| YTD | -17.1% | +44.8% | -62.0% | -17.8% |
| 1Y | -8.8% | +22.5% | -31.3% | -9.4% |
| All | +43.2% | +144.8% | -101.6% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling