+106.4%
TJX vs PL
+84.9%
+21.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | -2.2% | -9.3% | +7.1% | -1.8% |
| 30D | -17.1% | -18.9% | +1.8% | -16.3% |
| 3M | -16.5% | -58.4% | +41.9% | -13.1% |
| 6M | -17.8% | -30.3% | +12.5% | -17.9% |
| YTD | -13.2% | -8.1% | -5.1% | -15.2% |
| 1Y | -5.2% | +180.5% | -185.7% | -16.0% |
| 3Y | +48.2% | +444.1% | -395.9% | +17.6% |
| 5Y | +99.8% | +83.0% | +16.8% | +61.0% |
| All | +106.4% | +84.9% | +21.5% | +66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling