+104.2%
TJX vs TOST
-48.0%
+152.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -2.2% | -3.4% | +1.2% | -1.8% |
| 30D | -17.1% | -2.4% | -14.7% | -16.9% |
| 3M | -16.5% | +34.6% | -51.1% | -19.7% |
| 6M | -17.8% | +15.2% | -33.0% | -19.8% |
| YTD | -13.2% | -4.4% | -8.8% | -13.5% |
| 1Y | -5.2% | -17.4% | +12.2% | -3.9% |
| 3Y | +48.2% | +54.5% | -6.2% | +33.4% |
| All | +104.2% | -48.0% | +152.2% | +81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling