+6,039.9%
TJX vs TTMI
+488.7%
+5,551.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.4% |
| 7D | -4.4% | +6.0% | -10.4% | -5.1% |
| 30D | -18.6% | -6.4% | -12.1% | -18.2% |
| 3M | -24.4% | -28.9% | +4.6% | -22.4% |
| 6M | -20.2% | +26.9% | -47.1% | -24.4% |
| YTD | -16.9% | +77.3% | -94.2% | -25.1% |
| 1Y | -8.5% | +147.5% | -156.0% | -21.6% |
| 3Y | +43.7% | +847.6% | -803.9% | +1.7% |
| 5Y | +97.3% | +802.2% | -704.9% | +38.2% |
| 10Y | +289.0% | +1,076.3% | -787.4% | +157.1% |
| All | +6,039.9% | +488.7% | +5,551.1% | +3,322.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling