+114.0%
TJX vs PL
+45.6%
+68.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -0.5% | +5.6% | -6.1% | -0.9% |
| 30D | -1.3% | -16.9% | +15.6% | -0.6% |
| 3M | -13.5% | -38.2% | +24.7% | -11.7% |
| 6M | -10.1% | -63.4% | +53.3% | -6.4% |
| YTD | -10.0% | -27.6% | +17.6% | -11.3% |
| 1Y | -5.5% | +6.6% | -12.1% | -9.8% |
| 3Y | +55.5% | +557.6% | -502.1% | +19.5% |
| 5Y | +112.6% | +39.5% | +73.2% | +73.1% |
| All | +114.0% | +45.6% | +68.4% | +73.8% |
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