-5.2%
TJX vs TSLQ
-50.5%
+45.3%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.0% | -12.1% | -0.3% |
| 7D | -2.2% | -5.8% | +3.5% | -2.2% |
| 30D | -17.1% | -22.1% | +4.9% | -16.9% |
| 3M | -16.5% | +10.1% | -26.5% | -16.5% |
| 6M | -17.8% | -6.8% | -11.0% | -18.2% |
| YTD | -13.2% | +8.5% | -21.8% | -13.7% |
| 1Y | -5.2% | -49.7% | +44.5% | -5.6% |
| All | -5.2% | -50.5% | +45.3% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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