+99.3%
TJX vs TOST
-49.0%
+148.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.4% | -2.1% |
| 7D | -3.3% | -0.9% | -2.4% | -3.2% |
| 30D | -19.9% | -3.5% | -16.4% | -19.5% |
| 3M | -19.0% | +38.1% | -57.2% | -22.4% |
| 6M | -18.6% | +9.9% | -28.5% | -20.0% |
| YTD | -15.3% | -6.3% | -9.0% | -15.4% |
| 1Y | -7.3% | -18.3% | +11.0% | -6.0% |
| 3Y | +46.6% | +59.7% | -13.2% | +31.2% |
| All | +99.3% | -49.0% | +148.3% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TOST 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling