-9.1%
TJX vs PTC
-37.4%
+28.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.2% |
| 7D | -4.4% | -14.2% | +9.9% | -3.8% |
| 30D | -18.6% | -14.4% | -4.1% | -18.0% |
| 3M | -24.4% | -4.7% | -19.7% | -24.6% |
| 6M | -20.2% | -19.3% | -0.9% | -20.1% |
| YTD | -16.9% | -26.1% | +9.2% | -16.5% |
| All | -9.1% | -37.4% | +28.3% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling