+3.2%
TJX vs THC
+46.1%
-43.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +9.6% | -4.4% | +4.5% |
| 7D | +4.6% | +8.8% | -4.2% | +4.0% |
| 30D | +7.7% | +12.6% | -4.9% | +6.9% |
| 3M | -7.8% | +15.4% | -23.2% | -8.7% |
| 6M | -5.8% | +57.7% | -63.5% | -7.9% |
| YTD | -4.9% | +47.1% | -52.0% | -6.1% |
| 1Y | +3.2% | +40.7% | -37.5% | +1.4% |
| All | +3.2% | +46.1% | -43.0% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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