+108.3%
TJX vs THC
+258.4%
-150.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -0.3% | +1.0% | -1.3% | -0.5% |
| 30D | -5.6% | +5.3% | -10.9% | -6.2% |
| 3M | -12.3% | +7.1% | -19.4% | -13.2% |
| 6M | -7.7% | +46.0% | -53.7% | -12.6% |
| YTD | -11.4% | +43.9% | -55.3% | -16.3% |
| 1Y | -7.0% | +45.4% | -52.5% | -12.4% |
| 3Y | +53.3% | +421.3% | -368.0% | +15.4% |
| All | +108.3% | +258.4% | -150.1% | +65.5% |
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