+668.0%
TJX vs PSX
+1,167.1%
-499.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | -4.0% | +1.8% | -5.8% | -4.4% |
| 30D | -20.3% | +21.6% | -42.0% | -24.4% |
| 3M | -23.3% | +46.5% | -69.7% | -30.9% |
| 6M | -19.7% | +62.0% | -81.7% | -30.2% |
| YTD | -17.1% | +106.3% | -123.5% | -32.8% |
| 1Y | -8.8% | +103.0% | -111.8% | -26.0% |
| 3Y | +43.4% | +135.5% | -92.1% | +8.0% |
| 5Y | +95.2% | +368.5% | -273.3% | +12.9% |
| 10Y | +288.1% | +386.6% | -98.5% | +105.3% |
| All | +668.0% | +1,167.1% | -499.1% | +244.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling