-19.7%
TJX vs TEM
+20.4%
-40.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.7% | +2.5% | -2.5% |
| 7D | -4.0% | -1.1% | -2.9% | -4.0% |
| 30D | -20.3% | +11.3% | -31.6% | -19.3% |
| 3M | -23.3% | +25.5% | -48.8% | -22.1% |
| 6M | -19.7% | +17.1% | -36.9% | -17.3% |
| All | -19.7% | +20.4% | -40.2% | -17.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling