+97.2%
TJX vs PHM
+156.2%
-59.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.7% |
| 7D | -4.6% | -5.0% | +0.4% | -3.3% |
| 30D | -17.2% | -8.4% | -8.7% | -15.2% |
| 3M | -24.9% | -4.4% | -20.5% | -24.3% |
| 6M | -19.7% | -3.7% | -15.9% | -19.4% |
| YTD | -17.2% | +1.3% | -18.5% | -18.3% |
| 1Y | -9.4% | -14.0% | +4.6% | -6.8% |
| 3Y | +43.1% | +48.1% | -5.0% | +19.5% |
| All | +97.2% | +156.2% | -59.0% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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