+43.1%
TJX vs TRU
-1.3%
+44.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | -4.6% | -2.7% | -1.9% | -4.3% |
| 30D | -17.2% | -2.0% | -15.1% | -17.0% |
| 3M | -24.9% | +18.4% | -43.3% | -26.5% |
| 6M | -19.7% | +8.9% | -28.5% | -20.8% |
| YTD | -17.2% | -8.9% | -8.3% | -16.9% |
| 1Y | -9.4% | -15.9% | +6.4% | -8.4% |
| 3Y | +43.1% | -1.1% | +44.2% | +46.6% |
| All | +43.1% | -1.3% | +44.4% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 3y: compounded portfolio wealth divided by compounded TRU 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…
3y analysis · Full analysis span regression · 6 months rolling