+43.2%
TJX vs URA
+116.4%
-73.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.8% | -2.1% |
| 7D | -4.0% | +5.7% | -9.7% | -4.1% |
| 30D | -20.3% | +5.6% | -25.9% | -20.4% |
| 3M | -23.3% | +6.2% | -29.5% | -23.4% |
| 6M | -19.7% | -8.2% | -11.5% | -19.6% |
| YTD | -17.1% | +9.7% | -26.8% | -17.9% |
| 1Y | -8.8% | +17.0% | -25.8% | -10.3% |
| All | +43.2% | +116.4% | -73.3% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling