+6,363.9%
TJX vs UMC
+283.0%
+6,081.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.7% |
| 7D | -4.4% | +11.4% | -15.7% | -6.1% |
| 30D | -18.6% | +16.8% | -35.4% | -20.8% |
| 3M | -24.4% | +19.1% | -43.5% | -27.9% |
| 6M | -20.2% | +137.4% | -157.7% | -33.4% |
| YTD | -16.9% | +186.4% | -203.3% | -33.6% |
| 1Y | -8.5% | +229.1% | -237.6% | -28.8% |
| 3Y | +43.7% | +257.9% | -214.2% | +8.4% |
| 5Y | +97.3% | +137.5% | -40.2% | +56.9% |
| 10Y | +289.0% | +1,808.2% | -1,519.2% | +99.6% |
| All | +6,363.9% | +283.0% | +6,081.0% | +2,968.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling