+44,577.8%
TJX vs TAP
+787.1%
+43,790.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.7% | -1.5% |
| 7D | -3.3% | -2.3% | -1.0% | -2.8% |
| 30D | -19.9% | -9.4% | -10.5% | -18.2% |
| 3M | -19.0% | -0.8% | -18.2% | -19.0% |
| 6M | -18.6% | -14.7% | -3.8% | -16.0% |
| YTD | -15.3% | -13.9% | -1.4% | -12.9% |
| 1Y | -7.3% | -18.6% | +11.3% | -3.8% |
| 3Y | +46.6% | -32.0% | +78.6% | +56.6% |
| 5Y | +98.5% | -1.0% | +99.5% | +92.9% |
| 10Y | +289.1% | -51.4% | +340.4% | +322.4% |
| All | +44,577.8% | +787.1% | +43,790.7% | +25,844.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling