+97.2%
TJX vs TRGP
+628.1%
-530.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | -17.2% | +8.0% | -25.2% | -18.1% |
| 3M | -24.9% | +8.3% | -33.2% | -26.0% |
| 6M | -19.7% | +23.9% | -43.6% | -22.7% |
| YTD | -17.2% | +59.6% | -76.8% | -23.8% |
| 1Y | -9.4% | +79.4% | -88.9% | -18.5% |
| 3Y | +43.1% | +269.4% | -226.4% | +8.2% |
| All | +97.2% | +628.1% | -530.9% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 5y: compounded portfolio wealth divided by compounded TRGP 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…
5y analysis · Full analysis span regression · 6 months rolling