+283.6%
TJX vs TTMI
+1,127.6%
-843.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.7% | -0.8% |
| 7D | -4.6% | +0.7% | -5.3% | -4.7% |
| 30D | -17.2% | -8.4% | -8.7% | -16.4% |
| 3M | -24.9% | -32.5% | +7.6% | -21.6% |
| 6M | -19.7% | +32.5% | -52.1% | -26.1% |
| YTD | -17.2% | +83.2% | -100.4% | -29.1% |
| 1Y | -9.4% | +161.7% | -171.1% | -28.9% |
| 3Y | +43.1% | +890.1% | -847.1% | -19.5% |
| 5Y | +96.7% | +832.4% | -735.7% | +7.7% |
| All | +283.6% | +1,127.6% | -843.9% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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