+97.2%
TJX vs TGT
-25.8%
+123.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -4.6% | -5.2% | +0.6% | -3.8% |
| 30D | -17.2% | +1.2% | -18.4% | -17.4% |
| 3M | -24.9% | +18.4% | -43.3% | -27.0% |
| 6M | -19.7% | +33.4% | -53.1% | -23.4% |
| YTD | -17.2% | +63.8% | -81.0% | -23.7% |
| 1Y | -9.4% | +77.2% | -86.6% | -17.7% |
| 3Y | +43.1% | +41.8% | +1.3% | +31.4% |
| All | +97.2% | -25.8% | +123.0% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 5y: compounded portfolio wealth divided by compounded TGT 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…
5y analysis · Full analysis span regression · 6 months rolling