+68.5%
TJX vs TLN
+589.3%
-520.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -2.1% |
| 7D | -4.0% | +5.8% | -9.8% | -4.0% |
| 30D | -20.3% | -6.9% | -13.5% | -20.3% |
| 3M | -23.3% | -10.9% | -12.4% | -23.2% |
| 6M | -19.7% | -4.6% | -15.1% | -20.0% |
| YTD | -17.1% | -14.7% | -2.4% | -17.3% |
| 1Y | -8.8% | -17.9% | +9.1% | -9.0% |
| 3Y | +43.4% | +483.9% | -440.5% | +19.2% |
| All | +68.5% | +589.3% | -520.8% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling