+109.2%
TJX vs TOST
-46.9%
+156.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.2% |
| 7D | -3.6% | +9.4% | -13.0% | -4.7% |
| 30D | -2.5% | +13.5% | -16.0% | -4.1% |
| 3M | -16.2% | -0.1% | -16.1% | -16.4% |
| 6M | -12.4% | +22.5% | -34.9% | -15.1% |
| YTD | -11.1% | -2.4% | -8.7% | -11.8% |
| 1Y | -4.7% | -4.7% | 0.0% | -5.2% |
| 3Y | +54.8% | +103.2% | -48.4% | +33.9% |
| 5Y | +104.3% | -41.2% | +145.5% | +83.4% |
| All | +109.2% | -46.9% | +156.1% | +85.4% |
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