+97.2%
TJX vs TCOM
+29.4%
+67.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -4.6% | -4.9% | +0.3% | -4.2% |
| 30D | -17.2% | -14.4% | -2.8% | -16.1% |
| 3M | -24.9% | -17.7% | -7.2% | -23.7% |
| 6M | -19.7% | -25.1% | +5.4% | -17.8% |
| YTD | -17.2% | -45.7% | +28.5% | -13.1% |
| 1Y | -9.4% | -47.9% | +38.4% | -4.7% |
| 3Y | +43.1% | +8.9% | +34.1% | +37.7% |
| All | +97.2% | +29.4% | +67.8% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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