+43,711.4%
TJX vs UL
+2,550.6%
+41,160.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.7% |
| 7D | -4.4% | -4.1% | -0.3% | -2.9% |
| 30D | -18.6% | -1.2% | -17.4% | -18.2% |
| 3M | -24.4% | +6.0% | -30.3% | -26.2% |
| 6M | -20.2% | -5.5% | -14.8% | -18.9% |
| YTD | -16.9% | -3.3% | -13.6% | -16.5% |
| 1Y | -8.5% | -9.8% | +1.3% | -5.8% |
| 3Y | +43.7% | +20.1% | +23.6% | +31.9% |
| 5Y | +97.3% | +19.2% | +78.1% | +78.8% |
| 10Y | +289.0% | +65.4% | +223.6% | +204.4% |
| All | +43,711.4% | +2,550.6% | +41,160.8% | +10,799.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling