+3.2%
TJX vs TSEM
+79.9%
-76.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -8.7% | +13.9% | +5.0% |
| 7D | +4.6% | -23.1% | +27.7% | +4.2% |
| 30D | +7.7% | -40.4% | +48.1% | +7.2% |
| 3M | -7.8% | -37.9% | +30.1% | -8.3% |
| 6M | -5.8% | -30.8% | +25.0% | -6.6% |
| YTD | -4.9% | +26.7% | -31.6% | -7.7% |
| 1Y | +3.2% | +80.5% | -77.3% | -1.4% |
| All | +3.2% | +79.9% | -76.7% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 1y: compounded portfolio wealth divided by compounded TSEM 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…
1y analysis · Full analysis span regression · 6 months rolling