+43.1%
TJX vs UMC
+261.2%
-218.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.3% |
| 7D | -4.6% | +9.0% | -13.6% | -4.7% |
| 30D | -17.2% | +17.2% | -34.4% | -17.3% |
| 3M | -24.9% | +11.4% | -36.3% | -25.4% |
| 6M | -19.7% | +137.5% | -157.2% | -24.3% |
| YTD | -17.2% | +193.1% | -210.3% | -24.5% |
| 1Y | -9.4% | +240.3% | -249.7% | -19.4% |
| 3Y | +43.1% | +262.2% | -219.1% | +20.8% |
| All | +43.1% | +261.2% | -218.1% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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