+37,321.1%
TJX vs TSEM
+8.4%
+37,312.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.1% |
| 7D | -4.0% | +4.7% | -8.7% | -4.3% |
| 30D | -20.3% | -14.2% | -6.1% | -19.6% |
| 3M | -23.3% | -5.0% | -18.2% | -23.7% |
| 6M | -19.7% | +87.6% | -107.3% | -24.3% |
| YTD | -17.1% | +84.4% | -101.6% | -22.0% |
| 1Y | -8.8% | +235.4% | -244.2% | -17.8% |
| 3Y | +43.4% | +668.0% | -624.6% | +20.8% |
| 5Y | +95.2% | +644.7% | -549.5% | +63.6% |
| 10Y | +288.1% | +1,326.7% | -1,038.6% | +208.6% |
| All | +37,321.1% | +8.4% | +37,312.7% | +26,710.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling