+288.1%
TJX vs PPL
+52.7%
+235.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.4% |
| 7D | -4.0% | 0.0% | -4.0% | -4.0% |
| 30D | -20.3% | -1.3% | -19.1% | -19.9% |
| 3M | -23.3% | -2.6% | -20.7% | -22.4% |
| 6M | -19.7% | -8.4% | -11.3% | -16.6% |
| YTD | -17.1% | +0.2% | -17.3% | -17.7% |
| 1Y | -8.8% | -0.2% | -8.6% | -9.4% |
| 3Y | +43.4% | +52.9% | -9.5% | +12.9% |
| 5Y | +95.2% | +36.8% | +58.4% | +60.9% |
| 10Y | +288.1% | +57.6% | +230.5% | +181.2% |
| All | +288.1% | +52.7% | +235.4% | +181.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling