+46,630.9%
TJX vs THC
+557.1%
+46,073.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.3% |
| 3M | -12.3% | +7.1% | -19.4% | -13.3% |
| 6M | -7.7% | +46.0% | -53.7% | -13.3% |
| YTD | -11.4% | +43.9% | -55.3% | -17.0% |
| 1Y | -7.0% | +45.4% | -52.5% | -13.2% |
| 3Y | +53.3% | +421.3% | -368.0% | +15.5% |
| 5Y | +109.9% | +261.5% | -151.6% | +61.8% |
| 10Y | +310.0% | +1,865.8% | -1,555.9% | +123.3% |
| All | +46,630.9% | +557.1% | +46,073.8% | +20,999.2% |
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