+283.6%
TJX vs PTC
+205.0%
+78.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.8% |
| 7D | -4.6% | -7.3% | +2.7% | -2.6% |
| 30D | -17.2% | -11.6% | -5.5% | -14.5% |
| 3M | -24.9% | +10.5% | -35.4% | -27.6% |
| 6M | -19.7% | -17.8% | -1.9% | -16.1% |
| YTD | -17.2% | -24.9% | +7.7% | -11.5% |
| 1Y | -9.4% | -36.8% | +27.4% | +1.8% |
| 3Y | +43.1% | -8.7% | +51.8% | +39.5% |
| 5Y | +96.7% | +4.1% | +92.6% | +79.6% |
| All | +283.6% | +205.0% | +78.6% | +156.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded PTC 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling