+98.5%
TJX vs PLD
+16.6%
+81.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.7% |
| 7D | -3.3% | -0.9% | -2.4% | -3.0% |
| 30D | -19.9% | -1.2% | -18.7% | -19.6% |
| 3M | -19.0% | -2.3% | -16.7% | -18.6% |
| 6M | -18.6% | +4.5% | -23.1% | -19.9% |
| YTD | -15.3% | +10.1% | -25.4% | -18.1% |
| 1Y | -7.3% | +25.9% | -33.2% | -14.3% |
| 3Y | +46.6% | +24.4% | +22.2% | +33.4% |
| 5Y | +98.5% | +15.5% | +83.0% | +82.6% |
| All | +98.5% | +16.6% | +81.9% | +82.6% |
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