+2,504.5%
TJX vs TDG
+13,008.0%
-10,503.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.7% |
| 7D | -4.6% | -1.9% | -2.7% | -4.0% |
| 30D | -17.2% | -7.7% | -9.5% | -14.8% |
| 3M | -24.9% | -9.3% | -15.6% | -22.5% |
| 6M | -19.7% | -9.4% | -10.3% | -17.4% |
| YTD | -17.2% | -14.3% | -2.9% | -13.7% |
| 1Y | -9.4% | -11.8% | +2.4% | -6.7% |
| 3Y | +43.1% | +52.0% | -8.9% | +18.2% |
| 5Y | +96.7% | +128.8% | -32.1% | +37.9% |
| 10Y | +287.7% | +543.8% | -256.1% | +81.1% |
| All | +2,504.5% | +13,008.0% | -10,503.5% | +312.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling