+108.3%
TJX vs TT
+131.0%
-22.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.8% |
| 7D | -0.3% | +4.0% | -4.4% | -1.4% |
| 30D | -5.6% | -11.3% | +5.7% | -2.6% |
| 3M | -12.3% | -12.3% | 0.0% | -9.3% |
| 6M | -7.7% | -10.8% | +3.1% | -5.7% |
| YTD | -11.4% | +8.2% | -19.6% | -15.7% |
| 1Y | -7.0% | +1.5% | -8.5% | -9.7% |
| 3Y | +53.3% | +91.5% | -38.2% | +10.6% |
| All | +108.3% | +131.0% | -22.7% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling