+43.1%
TJX vs PSX
+133.1%
-90.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -4.6% | +1.7% | -6.3% | -4.7% |
| 30D | -17.2% | +15.6% | -32.8% | -17.7% |
| 3M | -24.9% | +46.5% | -71.4% | -26.4% |
| 6M | -19.7% | +55.0% | -74.7% | -21.7% |
| YTD | -17.2% | +105.3% | -122.5% | -21.6% |
| 1Y | -9.4% | +101.6% | -111.0% | -14.2% |
| 3Y | +43.1% | +134.1% | -91.1% | +29.9% |
| All | +43.1% | +133.1% | -90.0% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 3y: compounded portfolio wealth divided by compounded PSX 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…
3y analysis · Full analysis span regression · 6 months rolling