+283.6%
TJX vs PSA
+102.6%
+181.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -1.0% | -0.5% |
| 7D | -4.6% | -1.8% | -2.8% | -3.9% |
| 30D | -17.2% | -8.4% | -8.8% | -14.5% |
| 3M | -24.9% | -7.8% | -17.1% | -22.7% |
| 6M | -19.7% | +0.8% | -20.5% | -20.1% |
| YTD | -17.2% | +16.5% | -33.7% | -22.0% |
| 1Y | -9.4% | +4.7% | -14.1% | -11.5% |
| 3Y | +43.1% | +21.1% | +22.0% | +29.9% |
| 5Y | +96.7% | +14.2% | +82.5% | +78.9% |
| All | +283.6% | +102.6% | +181.1% | +168.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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