+95.5%
TJX vs TOST
-51.1%
+146.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | -4.4% | -5.9% | +1.5% | -3.6% |
| 30D | -18.6% | -8.4% | -10.1% | -17.7% |
| 3M | -24.4% | +31.4% | -55.8% | -27.0% |
| 6M | -20.2% | +10.5% | -30.8% | -21.7% |
| YTD | -16.9% | -10.1% | -6.9% | -16.6% |
| 1Y | -8.5% | -19.9% | +11.4% | -7.0% |
| 3Y | +43.7% | +53.3% | -9.5% | +29.4% |
| All | +95.5% | -51.1% | +146.5% | +75.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling