+283.6%
TJX vs TT
+961.2%
-677.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | -4.6% | -1.2% | -3.4% | -4.1% |
| 30D | -17.2% | -7.3% | -9.9% | -14.5% |
| 3M | -24.9% | -3.6% | -21.3% | -24.4% |
| 6M | -19.7% | +2.8% | -22.5% | -21.9% |
| YTD | -17.2% | +14.5% | -31.7% | -23.9% |
| 1Y | -9.4% | +7.4% | -16.8% | -14.6% |
| 3Y | +43.1% | +116.2% | -73.2% | -9.3% |
| 5Y | +96.7% | +147.4% | -50.7% | +12.7% |
| All | +283.6% | +961.2% | -677.6% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling