+97.1%
TJX vs PL
+75.7%
+21.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -2.0% |
| 7D | -4.0% | -13.9% | +9.9% | -3.2% |
| 30D | -20.3% | -25.5% | +5.1% | -19.2% |
| 3M | -23.3% | -44.8% | +21.5% | -21.2% |
| 6M | -19.7% | -33.3% | +13.6% | -19.6% |
| YTD | -17.1% | -12.7% | -4.5% | -18.9% |
| 1Y | -8.8% | +90.9% | -99.7% | -16.3% |
| 3Y | +43.4% | +528.5% | -485.1% | +11.8% |
| 5Y | +95.2% | +72.7% | +22.5% | +57.4% |
| All | +97.1% | +75.7% | +21.4% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling