-5.2%
TJX vs TSEM
+259.4%
-264.6%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.8% | -7.9% | 0.0% |
| 7D | -2.2% | +6.9% | -9.1% | -2.2% |
| 30D | -17.1% | +5.3% | -22.5% | -17.0% |
| 3M | -16.5% | -14.9% | -1.6% | -16.3% |
| 6M | -17.8% | +80.0% | -97.8% | -19.3% |
| YTD | -13.2% | +89.4% | -102.6% | -14.8% |
| 1Y | -5.2% | +253.1% | -258.3% | -7.5% |
| All | -5.2% | +259.4% | -264.6% | -7.5% |
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