+97.3%
TJX vs PTC
+0.6%
+96.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | -4.4% | -14.2% | +9.9% | -0.9% |
| 30D | -18.6% | -14.4% | -4.1% | -15.7% |
| 3M | -24.4% | -4.7% | -19.6% | -24.1% |
| 6M | -20.2% | -19.3% | -0.9% | -16.7% |
| YTD | -16.9% | -26.1% | +9.2% | -11.3% |
| 1Y | -8.5% | -37.1% | +28.6% | +2.0% |
| 3Y | +43.7% | -10.4% | +54.1% | +38.4% |
| 5Y | +97.3% | +2.5% | +94.9% | +70.0% |
| All | +97.3% | +0.6% | +96.7% | +70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling