+128.4%
TJX vs TSLQ
-97.2%
+225.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.1% | +0.3% |
| 7D | -4.4% | +5.7% | -10.0% | -4.1% |
| 30D | -18.6% | -21.1% | +2.5% | -19.2% |
| 3M | -24.4% | -11.5% | -12.8% | -24.3% |
| 6M | -20.2% | -14.9% | -5.3% | -20.0% |
| YTD | -16.9% | +2.4% | -19.4% | -15.9% |
| 1Y | -8.5% | -49.8% | +41.3% | -9.9% |
| 3Y | +43.7% | -95.8% | +139.6% | +32.8% |
| All | +128.4% | -97.2% | +225.6% | +121.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling