+111.7%
TJX vs PLD
-0.1%
+111.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -3.9% | -3.7% | -0.2% | -2.7% |
| 3M | -10.6% | -7.9% | -2.7% | -8.3% |
| 6M | -8.9% | -9.2% | +0.3% | -6.3% |
| YTD | -10.7% | +3.1% | -13.7% | -11.8% |
| 1Y | -6.8% | +6.2% | -13.0% | -8.9% |
| 3Y | +54.5% | +35.4% | +19.0% | +35.3% |
| 5Y | +111.7% | +0.1% | +111.6% | +96.2% |
| All | +111.7% | -0.1% | +111.8% | +96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling