+45,672.8%
TJX vs TT
+16,138.6%
+29,534.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | -2.2% | 0.0% | -2.2% | -2.3% |
| 30D | -17.1% | -7.2% | -10.0% | -15.0% |
| 3M | -16.5% | -3.0% | -13.5% | -16.2% |
| 6M | -17.8% | +1.4% | -19.2% | -19.1% |
| YTD | -13.2% | +15.9% | -29.1% | -18.9% |
| 1Y | -5.2% | +9.4% | -14.6% | -9.9% |
| 3Y | +48.2% | +124.4% | -76.1% | +6.1% |
| 5Y | +99.8% | +138.0% | -38.2% | +38.3% |
| 10Y | +291.1% | +886.4% | -595.3% | +63.6% |
| All | +45,672.8% | +16,138.6% | +29,534.2% | +6,185.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling