+97.2%
TJX vs TXG
-62.8%
+160.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.6% |
| 7D | -4.6% | +9.5% | -14.1% | -5.3% |
| 30D | -17.2% | +18.8% | -35.9% | -18.5% |
| 3M | -24.9% | +136.1% | -161.0% | -31.0% |
| 6M | -19.7% | +235.2% | -254.9% | -29.1% |
| YTD | -17.2% | +320.5% | -337.7% | -28.8% |
| 1Y | -9.4% | +425.2% | -434.6% | -24.5% |
| 3Y | +43.1% | +42.9% | +0.2% | +33.8% |
| All | +97.2% | -62.8% | +160.0% | +103.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling