-9.4%
TJX vs TAP
-17.5%
+8.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.6% |
| 7D | -4.6% | -3.9% | -0.7% | -3.9% |
| 30D | -17.2% | -5.3% | -11.9% | -16.4% |
| 3M | -24.9% | -3.8% | -21.1% | -24.5% |
| 6M | -19.7% | -11.4% | -8.3% | -18.6% |
| YTD | -17.2% | -13.7% | -3.5% | -16.3% |
| 1Y | -9.4% | -17.2% | +7.8% | -9.4% |
| All | -9.4% | -17.5% | +8.1% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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