+46.4%
TJX vs PLUG
-71.8%
+118.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.1% | -6.5% | -2.4% |
| 7D | -3.3% | +8.1% | -11.4% | -3.3% |
| 30D | -19.9% | +3.7% | -23.5% | -19.9% |
| 3M | -19.0% | -29.2% | +10.1% | -18.9% |
| 6M | -18.6% | +6.1% | -24.7% | -18.9% |
| YTD | -15.3% | +14.7% | -30.0% | -15.8% |
| 1Y | -7.3% | +56.9% | -64.3% | -8.7% |
| All | +46.4% | -71.8% | +118.2% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 3y: compounded portfolio wealth divided by compounded PLUG 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…
3y analysis · Full analysis span regression · 6 months rolling