+43,572.7%
TJX vs PPG
+2,583.7%
+40,989.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -4.6% | -6.2% | +1.7% | -1.7% |
| 30D | -17.2% | -7.9% | -9.2% | -14.0% |
| 3M | -24.9% | -10.2% | -14.7% | -21.6% |
| 6M | -19.7% | +2.7% | -22.3% | -21.8% |
| YTD | -17.2% | +4.9% | -22.1% | -20.6% |
| 1Y | -9.4% | -3.2% | -6.2% | -10.2% |
| 3Y | +43.1% | -17.0% | +60.1% | +48.9% |
| 5Y | +96.7% | -23.3% | +120.0% | +107.7% |
| 10Y | +287.7% | +26.4% | +261.3% | +213.0% |
| All | +43,572.7% | +2,583.7% | +40,989.0% | +7,251.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling