+1,284.8%
TJX vs URA
-31.1%
+1,315.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | -2.2% | +1.1% | -3.3% | -2.4% |
| 30D | -17.1% | +7.4% | -24.5% | -18.3% |
| 3M | -16.5% | -8.4% | -8.1% | -15.8% |
| 6M | -17.8% | -12.7% | -5.1% | -17.0% |
| YTD | -13.2% | +7.8% | -21.0% | -16.2% |
| 1Y | -5.2% | +19.5% | -24.6% | -11.2% |
| 3Y | +48.2% | +116.4% | -68.2% | +19.3% |
| 5Y | +99.8% | +134.3% | -34.5% | +52.2% |
| 10Y | +291.1% | +359.3% | -68.1% | +142.0% |
| All | +1,284.8% | -31.1% | +1,315.9% | +961.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling