+3.2%
TJX vs PPG
+38.5%
-35.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.0% | +0.2% | +4.1% |
| 7D | +4.6% | +7.5% | -2.9% | +3.1% |
| 30D | +7.7% | +20.9% | -13.2% | +3.8% |
| 3M | -7.8% | +8.7% | -16.5% | -9.3% |
| 6M | -5.8% | +23.8% | -29.6% | -10.3% |
| YTD | -4.9% | +26.5% | -31.4% | -13.6% |
| 1Y | +3.2% | +37.6% | -34.4% | -10.9% |
| All | +3.2% | +38.5% | -35.3% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling