+283.6%
TJX vs PSLV
+190.6%
+93.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -4.6% | -3.5% | -1.1% | -4.4% |
| 30D | -17.2% | -2.1% | -15.0% | -17.1% |
| 3M | -24.9% | -1.6% | -23.3% | -24.9% |
| 6M | -19.7% | -25.5% | +5.8% | -18.3% |
| YTD | -17.2% | -11.4% | -5.8% | -18.7% |
| 1Y | -9.4% | +48.6% | -58.0% | -16.9% |
| 3Y | +43.1% | +166.9% | -123.8% | +20.0% |
| 5Y | +96.7% | +152.4% | -55.7% | +64.2% |
| All | +283.6% | +190.6% | +93.1% | +182.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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