+45,672.9%
TJX vs THC
+508.9%
+45,164.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -2.2% | -0.7% | -1.6% | -2.2% |
| 30D | -17.1% | +1.3% | -18.4% | -17.3% |
| 3M | -16.5% | +64.2% | -80.7% | -22.7% |
| 6M | -17.8% | +8.3% | -26.1% | -19.3% |
| YTD | -13.2% | +33.4% | -46.6% | -17.7% |
| 1Y | -5.2% | +37.7% | -42.9% | -10.8% |
| 3Y | +48.2% | +236.8% | -188.5% | +19.1% |
| 5Y | +99.8% | +249.3% | -149.5% | +54.6% |
| 10Y | +291.1% | +995.2% | -704.1% | +128.7% |
| All | +45,672.9% | +508.9% | +45,164.0% | +20,821.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling