+334.7%
TJX vs P
+485.4%
-150.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.3% |
| 7D | -2.2% | +6.5% | -8.8% | -3.1% |
| 30D | -17.1% | +18.8% | -36.0% | -19.4% |
| 3M | -16.5% | +26.7% | -43.2% | -20.0% |
| 6M | -17.8% | +62.2% | -80.0% | -24.7% |
| YTD | -13.2% | +48.5% | -61.7% | -20.1% |
| 1Y | -5.2% | +26.4% | -31.6% | -11.9% |
| 3Y | +48.2% | +159.4% | -111.2% | +14.0% |
| 5Y | +99.8% | +275.8% | -176.0% | +38.6% |
| 10Y | +291.1% | +732.0% | -440.9% | +130.2% |
| All | +334.7% | +485.4% | -150.6% | +151.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling