+43.2%
TJX vs UAL
+125.0%
-81.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -2.1% |
| 7D | -4.0% | -1.1% | -2.8% | -3.8% |
| 30D | -20.3% | -13.4% | -6.9% | -19.2% |
| 3M | -23.3% | -2.3% | -21.0% | -23.3% |
| 6M | -19.7% | +13.3% | -33.1% | -21.3% |
| YTD | -17.1% | -4.2% | -12.9% | -17.7% |
| 1Y | -8.8% | +1.4% | -10.2% | -10.1% |
| All | +43.2% | +125.0% | -81.9% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 3y: compounded portfolio wealth divided by compounded UAL 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…
3y analysis · Full analysis span regression · 6 months rolling