+2,874.0%
TJX vs PSKY
-45.6%
+2,919.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.4% | +3.2% | -1.0% |
| 7D | -4.0% | -6.8% | +2.9% | -2.5% |
| 30D | -20.3% | +10.2% | -30.6% | -22.1% |
| 3M | -23.3% | +0.3% | -23.5% | -23.6% |
| 6M | -19.7% | -7.8% | -12.0% | -19.2% |
| YTD | -17.1% | -23.0% | +5.8% | -14.1% |
| 1Y | -8.8% | -31.6% | +22.9% | -4.3% |
| 3Y | +43.4% | -21.3% | +64.7% | +34.5% |
| 5Y | +95.2% | -71.5% | +166.7% | +122.5% |
| 10Y | +288.1% | -75.6% | +363.7% | +294.0% |
| All | +2,874.0% | -45.6% | +2,919.6% | +2,213.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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