+68.4%
TJX vs TLN
+574.4%
-506.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -4.6% | -1.3% | -3.2% | -4.6% |
| 30D | -17.2% | -14.3% | -2.8% | -17.0% |
| 3M | -24.9% | -9.3% | -15.6% | -25.0% |
| 6M | -19.7% | -1.1% | -18.6% | -20.1% |
| YTD | -17.2% | -16.6% | -0.6% | -17.3% |
| 1Y | -9.4% | -22.0% | +12.6% | -9.5% |
| 3Y | +43.1% | +470.2% | -427.1% | +19.0% |
| All | +68.4% | +574.4% | -506.0% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling