-5.2%
TJX vs TXT
-1.0%
-4.2%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -2.2% | -4.8% | +2.5% | -1.6% |
| 30D | -17.1% | -10.6% | -6.5% | -15.9% |
| 3M | -16.5% | -13.2% | -3.3% | -15.2% |
| 6M | -17.8% | -20.3% | +2.5% | -15.5% |
| YTD | -13.2% | -9.3% | -4.0% | -12.8% |
| 1Y | -5.2% | -2.7% | -2.5% | -5.8% |
| All | -5.2% | -1.0% | -4.2% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling