+8,220.4%
TJX vs URI
+6,986.0%
+1,234.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -4.6% | -2.1% | -2.5% | -4.2% |
| 30D | -17.2% | -12.4% | -4.7% | -14.9% |
| 3M | -24.9% | -7.3% | -17.6% | -24.1% |
| 6M | -19.7% | +27.2% | -46.9% | -24.7% |
| YTD | -17.2% | +23.0% | -40.2% | -22.2% |
| 1Y | -9.4% | +3.9% | -13.3% | -12.1% |
| 3Y | +43.1% | +121.6% | -78.6% | +14.9% |
| 5Y | +96.7% | +201.1% | -104.3% | +45.2% |
| 10Y | +287.7% | +1,219.0% | -931.2% | +102.1% |
| All | +8,220.4% | +6,986.0% | +1,234.4% | +1,738.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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