+283.6%
TJX vs THC
+1,022.1%
-738.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -4.6% | -0.5% | -4.1% | -4.5% |
| 30D | -17.2% | -1.2% | -16.0% | -17.0% |
| 3M | -24.9% | +52.3% | -77.2% | -30.5% |
| 6M | -19.7% | +12.4% | -32.1% | -21.9% |
| YTD | -17.2% | +32.7% | -49.9% | -22.1% |
| 1Y | -9.4% | +36.4% | -45.8% | -15.5% |
| 3Y | +43.1% | +259.3% | -216.2% | +8.7% |
| 5Y | +96.7% | +262.7% | -166.0% | +43.3% |
| All | +283.6% | +1,022.1% | -738.4% | +106.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling