-2.4%
TJX vs TKO
+2.8%
-5.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.0% | -4.1% |
| 7D | -2.0% | +5.8% | -7.8% | -2.3% |
| 30D | +1.1% | +7.2% | -6.0% | +0.7% |
| 3M | -13.1% | +3.7% | -16.8% | -13.4% |
| 6M | -10.0% | +2.0% | -12.0% | -10.5% |
| YTD | -8.9% | -8.4% | -0.5% | -8.8% |
| 1Y | -2.4% | +2.6% | -5.0% | -1.4% |
| All | -2.4% | +2.8% | -5.2% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 1y: compounded portfolio wealth divided by compounded TKO 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…
1y analysis · Full analysis span regression · 6 months rolling