+98.5%
TJX vs PLUG
-91.6%
+190.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.1% | -6.5% | -2.5% |
| 7D | -3.3% | +8.1% | -11.4% | -3.5% |
| 30D | -19.9% | +3.7% | -23.5% | -20.0% |
| 3M | -19.0% | -29.2% | +10.1% | -18.2% |
| 6M | -18.6% | +6.1% | -24.7% | -19.5% |
| YTD | -15.3% | +14.7% | -30.0% | -16.9% |
| 1Y | -7.3% | +56.9% | -64.3% | -11.6% |
| 3Y | +46.6% | -71.6% | +118.2% | +48.9% |
| 5Y | +98.5% | -91.0% | +189.5% | +113.0% |
| All | +98.5% | -91.6% | +190.1% | +113.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling