+283.6%
TJX vs TSEM
+1,313.0%
-1,029.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.5% |
| 7D | -4.6% | -4.9% | +0.3% | -4.0% |
| 30D | -17.2% | -18.7% | +1.6% | -15.3% |
| 3M | -24.9% | -18.1% | -6.8% | -24.3% |
| 6M | -19.7% | +77.1% | -96.8% | -29.4% |
| YTD | -17.2% | +80.1% | -97.3% | -28.0% |
| 1Y | -9.4% | +220.4% | -229.8% | -29.2% |
| 3Y | +43.1% | +650.1% | -607.0% | -8.2% |
| 5Y | +96.7% | +628.9% | -532.2% | +22.8% |
| All | +283.6% | +1,313.0% | -1,029.3% | +92.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling