+44,577.7%
TJX vs PH
+25,009.0%
+19,568.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.1% |
| 7D | -3.3% | +0.4% | -3.7% | -3.4% |
| 30D | -19.9% | -10.8% | -9.0% | -16.4% |
| 3M | -19.0% | +8.5% | -27.5% | -21.9% |
| 6M | -18.6% | +3.9% | -22.5% | -20.4% |
| YTD | -15.3% | +9.4% | -24.7% | -19.0% |
| 1Y | -7.3% | +26.8% | -34.1% | -16.4% |
| 3Y | +46.6% | +140.8% | -94.2% | +0.3% |
| 5Y | +98.5% | +253.8% | -155.3% | +15.5% |
| 10Y | +289.1% | +792.3% | -503.3% | +54.7% |
| All | +44,577.7% | +25,009.0% | +19,568.7% | +4,251.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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