+283.6%
TJX vs TXT
+107.7%
+175.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -1.2% |
| 7D | -4.6% | +2.5% | -7.1% | -5.5% |
| 30D | -17.2% | -8.9% | -8.3% | -14.1% |
| 3M | -24.9% | -13.6% | -11.3% | -21.0% |
| 6M | -19.7% | -13.1% | -6.6% | -15.9% |
| YTD | -17.2% | -7.0% | -10.2% | -16.0% |
| 1Y | -9.4% | -1.4% | -8.0% | -10.6% |
| 3Y | +43.1% | +7.0% | +36.1% | +32.6% |
| 5Y | +96.7% | +15.4% | +81.3% | +72.6% |
| All | +283.6% | +107.7% | +175.9% | +139.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling