-9.4%
TJX vs TSEM
+212.9%
-222.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.3% |
| 7D | -4.6% | -4.9% | +0.3% | -4.6% |
| 30D | -17.2% | -18.7% | +1.6% | -17.4% |
| 3M | -24.9% | -18.1% | -6.8% | -24.8% |
| 6M | -19.7% | +77.1% | -96.8% | -21.2% |
| YTD | -17.2% | +80.1% | -97.3% | -18.7% |
| 1Y | -9.4% | +220.4% | -229.8% | -12.1% |
| All | -9.4% | +212.9% | -222.4% | -12.1% |
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 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