+85.9%
TJX vs TPG
+74.1%
+11.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.6% |
| 7D | -4.6% | -9.4% | +4.8% | -3.0% |
| 30D | -17.2% | -5.3% | -11.9% | -16.5% |
| 3M | -24.9% | +12.9% | -37.8% | -26.7% |
| 6M | -19.7% | +20.1% | -39.8% | -22.8% |
| YTD | -17.2% | -22.5% | +5.3% | -13.9% |
| 1Y | -9.4% | -19.7% | +10.3% | -6.8% |
| 3Y | +43.1% | +81.2% | -38.1% | +17.7% |
| All | +85.9% | +74.1% | +11.7% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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