+43,607.4%
TJX vs PSA
+13,835.3%
+29,772.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.5% |
| 7D | -4.0% | -2.2% | -1.7% | -3.3% |
| 30D | -20.3% | -9.6% | -10.8% | -17.9% |
| 3M | -23.3% | -7.9% | -15.4% | -21.4% |
| 6M | -19.7% | -2.0% | -17.7% | -19.4% |
| YTD | -17.1% | +15.7% | -32.9% | -21.0% |
| 1Y | -8.8% | +5.8% | -14.6% | -10.8% |
| 3Y | +43.4% | +21.6% | +21.8% | +32.8% |
| 5Y | +95.2% | +13.1% | +82.1% | +82.3% |
| 10Y | +288.1% | +101.3% | +186.8% | +200.1% |
| All | +43,607.4% | +13,835.3% | +29,772.1% | +17,395.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling