+43.1%
TJX vs TXG
+43.8%
-0.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.4% |
| 7D | -4.6% | +9.5% | -14.1% | -4.9% |
| 30D | -17.2% | +18.8% | -35.9% | -17.8% |
| 3M | -24.9% | +136.1% | -161.0% | -28.4% |
| 6M | -19.7% | +235.2% | -254.9% | -25.3% |
| YTD | -17.2% | +320.5% | -337.7% | -24.2% |
| 1Y | -9.4% | +425.2% | -434.6% | -18.6% |
| 3Y | +43.1% | +42.9% | +0.2% | +39.7% |
| All | +43.1% | +43.8% | -0.7% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 3y: compounded portfolio wealth divided by compounded TXG 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…
3y analysis · Full analysis span regression · 6 months rolling