+3.2%
TJX vs URA
-32.2%
+35.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.1% | +6.2% | +5.1% |
| 7D | +4.6% | -10.5% | +15.1% | +4.2% |
| 30D | +7.7% | -18.6% | +26.3% | +7.0% |
| 3M | -7.8% | -23.0% | +15.2% | -8.6% |
| 6M | -5.8% | -40.3% | +34.5% | -6.6% |
| YTD | -4.9% | -23.5% | +18.6% | -5.3% |
| 1Y | +3.2% | -31.1% | +34.3% | +2.4% |
| All | +3.2% | -32.2% | +35.3% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling