+283.6%
TJX vs TD
+306.3%
-22.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.7% |
| 7D | -4.6% | -0.5% | -4.0% | -4.3% |
| 30D | -17.2% | -1.9% | -15.3% | -16.3% |
| 3M | -24.9% | +4.8% | -29.7% | -27.2% |
| 6M | -19.7% | +28.0% | -47.7% | -30.9% |
| YTD | -17.2% | +30.3% | -47.5% | -29.7% |
| 1Y | -9.4% | +59.8% | -69.2% | -32.0% |
| 3Y | +43.1% | +124.7% | -81.6% | -14.8% |
| 5Y | +96.7% | +127.0% | -30.3% | +13.1% |
| All | +283.6% | +306.3% | -22.7% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling