+349.1%
TJX vs P
+547.6%
-198.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | -0.4% |
| 7D | -1.5% | +17.8% | -19.4% | -3.6% |
| 30D | -3.6% | -29.9% | +26.3% | +0.3% |
| 3M | -10.3% | -1.2% | -9.1% | -11.2% |
| 6M | -8.6% | +32.1% | -40.7% | -14.1% |
| YTD | -10.3% | +64.3% | -74.6% | -19.4% |
| 1Y | -6.4% | +24.3% | -30.7% | -13.1% |
| 3Y | +55.0% | +203.2% | -148.2% | +15.3% |
| 5Y | +112.4% | +290.4% | -178.0% | +45.9% |
| 10Y | +314.9% | +680.9% | -366.0% | +139.3% |
| All | +349.1% | +547.6% | -198.5% | +153.9% |
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