+19.5%
TJX vs TEM
+47.5%
-28.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -4.6% | -8.7% | +4.1% | -4.4% |
| 30D | -17.2% | +8.1% | -25.2% | -17.4% |
| 3M | -24.9% | +19.0% | -43.9% | -25.5% |
| 6M | -19.7% | +12.0% | -31.7% | -20.3% |
| YTD | -17.2% | -0.1% | -17.1% | -17.7% |
| 1Y | -9.4% | -33.5% | +24.1% | -8.6% |
| All | +19.5% | +47.5% | -28.1% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 3y: compounded portfolio wealth divided by compounded TEM 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…
3y analysis · Full analysis span regression · 6 months rolling