-9.4%
TJX vs URA
+7.9%
-17.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.4% |
| 7D | -4.6% | -5.5% | +0.9% | -4.7% |
| 30D | -17.2% | -3.7% | -13.5% | -17.2% |
| 3M | -24.9% | -2.9% | -22.0% | -24.8% |
| 6M | -19.7% | -15.2% | -4.4% | -19.8% |
| YTD | -17.2% | +1.9% | -19.1% | -17.4% |
| 1Y | -9.4% | +6.9% | -16.4% | -10.2% |
| All | -9.4% | +7.9% | -17.4% | -10.2% |
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