+338.9%
TJX vs TRU
+225.6%
+113.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | -4.4% | -9.4% | +5.0% | -1.5% |
| 30D | -18.6% | -4.1% | -14.5% | -17.7% |
| 3M | -24.4% | +13.6% | -37.9% | -27.8% |
| 6M | -20.2% | +3.6% | -23.8% | -22.1% |
| YTD | -16.9% | -9.8% | -7.1% | -16.0% |
| 1Y | -8.5% | -13.6% | +5.1% | -6.8% |
| 3Y | +43.7% | -2.0% | +45.7% | +31.3% |
| 5Y | +97.3% | -35.8% | +133.1% | +111.9% |
| 10Y | +289.0% | +142.9% | +146.1% | +174.7% |
| All | +338.9% | +225.6% | +113.3% | +192.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling