+44,577.8%
TJX vs TXT
+2,083.0%
+42,494.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.6% |
| 7D | -3.3% | -0.2% | -3.1% | -3.2% |
| 30D | -19.9% | -11.1% | -8.8% | -17.0% |
| 3M | -19.0% | -13.0% | -6.1% | -16.0% |
| 6M | -18.6% | -16.2% | -2.4% | -14.7% |
| YTD | -15.3% | -8.7% | -6.6% | -13.7% |
| 1Y | -7.3% | -3.8% | -3.6% | -7.3% |
| 3Y | +46.6% | +5.5% | +41.1% | +40.0% |
| 5Y | +98.5% | +12.3% | +86.2% | +84.0% |
| 10Y | +289.1% | +97.4% | +191.7% | +189.6% |
| All | +44,577.8% | +2,083.0% | +42,494.8% | +10,138.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling