+3.2%
TJX vs TDG
-5.9%
+9.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.4% | +5.1% |
| 7D | +4.6% | +7.1% | -2.5% | +3.4% |
| 30D | +7.7% | +11.4% | -3.7% | +5.9% |
| 3M | -7.8% | -4.6% | -3.3% | -7.6% |
| 6M | -5.8% | +5.8% | -11.6% | -6.9% |
| YTD | -4.9% | -8.5% | +3.6% | -6.9% |
| 1Y | +3.2% | -5.8% | +9.0% | -0.2% |
| All | +3.2% | -5.9% | +9.0% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 1y: compounded portfolio wealth divided by compounded TDG 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…
1y analysis · Full analysis span regression · 6 months rolling