+130.6%
TJX vs QS
-46.4%
+177.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.4% |
| 7D | -4.6% | -3.6% | -0.9% | -4.5% |
| 30D | -17.2% | -17.2% | +0.1% | -16.7% |
| 3M | -24.9% | -27.0% | +2.1% | -24.3% |
| 6M | -19.7% | -24.6% | +4.9% | -19.4% |
| YTD | -17.2% | -49.3% | +32.1% | -15.9% |
| 1Y | -9.4% | -40.3% | +30.9% | -9.2% |
| 3Y | +43.1% | -23.8% | +66.9% | +37.9% |
| 5Y | +96.7% | -75.0% | +171.7% | +92.2% |
| All | +130.6% | -46.4% | +177.0% | +131.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling