-6.4%
TJX vs TOST
-11.6%
+5.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.1% |
| 7D | -1.5% | -4.7% | +3.1% | -1.3% |
| 30D | -3.6% | +8.5% | -12.1% | -3.8% |
| 3M | -10.3% | -1.6% | -8.7% | -10.3% |
| 6M | -8.6% | +44.1% | -52.7% | -9.0% |
| YTD | -10.3% | -5.6% | -4.7% | -10.0% |
| 1Y | -6.4% | -12.6% | +6.1% | -4.8% |
| All | -6.4% | -11.6% | +5.2% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling