+97.3%
TJX vs THC
+254.2%
-156.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.5% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | -18.6% | +1.5% | -20.1% | -18.8% |
| 3M | -24.4% | +59.9% | -84.3% | -29.2% |
| 6M | -20.2% | +11.0% | -31.2% | -21.7% |
| YTD | -16.9% | +32.6% | -49.5% | -20.6% |
| 1Y | -8.5% | +37.4% | -45.9% | -13.3% |
| 3Y | +43.7% | +252.5% | -208.8% | +14.8% |
| 5Y | +97.3% | +262.3% | -165.0% | +55.0% |
| All | +97.3% | +254.2% | -156.9% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling