+95.2%
TJX vs P
+274.2%
-179.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.9% | -1.9% |
| 7D | -4.0% | +5.0% | -9.0% | -4.3% |
| 30D | -20.3% | -0.9% | -19.4% | -20.4% |
| 3M | -23.3% | +38.7% | -61.9% | -25.3% |
| 6M | -19.7% | +54.4% | -74.1% | -23.1% |
| YTD | -17.1% | +44.8% | -62.0% | -20.6% |
| 1Y | -8.8% | +22.5% | -31.3% | -12.1% |
| 3Y | +43.4% | +148.2% | -104.8% | +18.4% |
| 5Y | +95.2% | +268.9% | -173.7% | +43.0% |
| All | +95.2% | +274.2% | -179.0% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling