+96.9%
TJX vs S
-71.0%
+167.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.2% | -2.2% |
| 7D | -4.0% | -1.2% | -2.7% | -3.8% |
| 30D | -20.3% | -12.6% | -7.8% | -19.5% |
| 3M | -23.3% | +27.6% | -50.8% | -25.1% |
| 6M | -19.7% | +35.5% | -55.2% | -22.5% |
| YTD | -17.1% | +29.6% | -46.7% | -19.8% |
| 1Y | -8.8% | +8.1% | -16.9% | -10.4% |
| 3Y | +43.4% | +14.8% | +28.6% | +35.9% |
| All | +96.9% | -71.0% | +167.8% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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