+43.5%
TJX vs TAP
-33.1%
+76.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -4.4% | -5.3% | +0.9% | -3.4% |
| 30D | -18.6% | -7.4% | -11.2% | -17.5% |
| 3M | -24.4% | -4.9% | -19.4% | -23.7% |
| 6M | -20.2% | -14.2% | -6.0% | -18.3% |
| YTD | -16.9% | -14.8% | -2.1% | -15.1% |
| 1Y | -8.5% | -18.1% | +9.6% | -5.9% |
| All | +43.5% | -33.1% | +76.6% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling