+5,027.0%
TJX vs TKO
+1,400.2%
+3,626.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -4.6% | +2.3% | -6.9% | -5.0% |
| 30D | -17.2% | -2.5% | -14.7% | -16.9% |
| 3M | -24.9% | -10.6% | -14.3% | -23.8% |
| 6M | -19.7% | -5.1% | -14.6% | -19.4% |
| YTD | -17.2% | -8.2% | -9.0% | -16.6% |
| 1Y | -9.4% | -4.4% | -5.0% | -9.5% |
| 3Y | +43.1% | +100.4% | -57.3% | +25.3% |
| 5Y | +96.7% | +294.3% | -197.6% | +52.8% |
| 10Y | +287.7% | +983.2% | -695.4% | +150.7% |
| All | +5,027.0% | +1,400.2% | +3,626.7% | +2,235.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling