+97.2%
TJX vs UL
+18.7%
+78.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -4.6% | -3.4% | -1.2% | -3.6% |
| 30D | -17.2% | +0.5% | -17.6% | -17.3% |
| 3M | -24.9% | +7.2% | -32.1% | -26.6% |
| 6M | -19.7% | -3.1% | -16.6% | -19.2% |
| YTD | -17.2% | -2.7% | -14.5% | -17.0% |
| 1Y | -9.4% | -10.2% | +0.8% | -7.0% |
| 3Y | +43.1% | +20.3% | +22.8% | +33.1% |
| All | +97.2% | +18.7% | +78.5% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 5y: compounded portfolio wealth divided by compounded UL 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…
5y analysis · Full analysis span regression · 6 months rolling