+144.0%
TJX vs TXG
+22.9%
+121.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.3% |
| 7D | -4.4% | +5.0% | -9.4% | -4.8% |
| 30D | -18.6% | +13.5% | -32.1% | -19.5% |
| 3M | -24.4% | +128.0% | -152.4% | -30.1% |
| 6M | -20.2% | +224.4% | -244.7% | -29.0% |
| YTD | -16.9% | +307.0% | -323.9% | -27.9% |
| 1Y | -8.5% | +427.2% | -435.8% | -23.1% |
| 3Y | +43.7% | +40.2% | +3.6% | +33.3% |
| 5Y | +97.3% | -64.0% | +161.4% | +96.4% |
| All | +144.0% | +22.9% | +121.1% | +94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling