+284.9%
TJX vs PLD
+247.3%
+37.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.6% |
| 7D | -4.4% | -2.8% | -1.5% | -3.3% |
| 30D | -18.6% | -3.6% | -14.9% | -17.4% |
| 3M | -24.4% | -7.1% | -17.2% | -22.4% |
| 6M | -20.2% | +0.2% | -20.5% | -20.6% |
| YTD | -16.9% | +6.9% | -23.8% | -19.5% |
| 1Y | -8.5% | +25.0% | -33.5% | -16.8% |
| 3Y | +43.7% | +20.8% | +23.0% | +28.8% |
| 5Y | +97.3% | +16.2% | +81.2% | +75.5% |
| All | +284.9% | +247.3% | +37.6% | +136.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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