-6.8%
TJX vs PL
+106.1%
-112.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.4% |
| 7D | -3.3% | -7.5% | +4.3% | -3.4% |
| 30D | -19.9% | -25.6% | +5.7% | -20.3% |
| 3M | -19.0% | -45.6% | +26.6% | -19.8% |
| 6M | -18.6% | -29.5% | +11.0% | -19.3% |
| YTD | -15.3% | -9.7% | -5.6% | -15.8% |
| All | -6.8% | +106.1% | -112.9% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling