+43,607.4%
TJX vs PHM
+10,944.2%
+32,663.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.2% | -1.9% |
| 7D | -4.0% | -3.9% | -0.1% | -3.0% |
| 30D | -20.3% | -8.6% | -11.8% | -18.5% |
| 3M | -23.3% | -2.9% | -20.3% | -23.0% |
| 6M | -19.7% | -5.7% | -14.0% | -18.9% |
| YTD | -17.1% | +1.9% | -19.0% | -18.2% |
| 1Y | -8.8% | -12.3% | +3.5% | -6.6% |
| 3Y | +43.4% | +50.8% | -7.4% | +24.1% |
| 5Y | +95.2% | +157.3% | -62.1% | +44.1% |
| 10Y | +288.1% | +566.5% | -278.5% | +115.0% |
| All | +43,607.4% | +10,944.2% | +32,663.2% | +7,162.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling