+3,010.7%
TJX vs TCOM
+2,557.8%
+452.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -4.6% | -4.9% | +0.3% | -3.9% |
| 30D | -17.2% | -14.4% | -2.8% | -15.4% |
| 3M | -24.9% | -17.7% | -7.2% | -23.0% |
| 6M | -19.7% | -25.1% | +5.4% | -16.6% |
| YTD | -17.2% | -45.7% | +28.5% | -10.4% |
| 1Y | -9.4% | -47.9% | +38.4% | -1.6% |
| 3Y | +43.1% | +8.9% | +34.1% | +36.0% |
| 5Y | +96.7% | +26.9% | +69.9% | +74.4% |
| 10Y | +287.7% | -11.2% | +298.9% | +246.5% |
| All | +3,010.7% | +2,557.8% | +452.9% | +1,532.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling