+115.0%
TJX vs PLUG
-96.6%
+211.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.7% | +7.8% | -0.6% |
| 7D | -0.5% | -2.8% | +2.3% | -0.4% |
| 30D | -1.3% | -18.5% | +17.1% | -0.7% |
| 3M | -13.5% | -35.1% | +21.6% | -12.4% |
| 6M | -10.1% | -56.1% | +45.9% | -8.0% |
| YTD | -10.0% | -30.5% | +20.4% | -10.3% |
| 1Y | -5.5% | -46.5% | +40.9% | -4.9% |
| 3Y | +55.5% | -61.2% | +116.7% | +49.9% |
| All | +115.0% | -96.6% | +211.6% | +157.3% |
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