-8.8%
TJX vs TOST
-20.5%
+11.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.4% | -2.1% |
| 7D | -4.0% | -4.7% | +0.7% | -3.8% |
| 30D | -20.3% | -9.1% | -11.3% | -20.1% |
| 3M | -23.3% | +29.8% | -53.1% | -23.5% |
| 6M | -19.7% | +10.0% | -29.8% | -19.9% |
| YTD | -17.1% | -8.6% | -8.5% | -16.5% |
| 1Y | -8.8% | -20.7% | +11.9% | -7.6% |
| All | -8.8% | -20.5% | +11.7% | -7.6% |
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