+43.1%
TJX vs TSLQ
-95.6%
+138.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | -4.6% | -6.6% | +2.0% | -4.8% |
| 30D | -17.2% | -24.3% | +7.1% | -17.7% |
| 3M | -24.9% | -3.6% | -21.3% | -24.6% |
| 6M | -19.7% | -12.0% | -7.7% | -19.4% |
| YTD | -17.2% | +1.4% | -18.6% | -16.3% |
| 1Y | -9.4% | -43.6% | +34.1% | -10.2% |
| 3Y | +43.1% | -95.4% | +138.5% | +36.7% |
| All | +43.1% | -95.6% | +138.7% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling