+45,672.9%
TJX vs USB
+8,537.0%
+37,135.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -2.2% | +1.4% | -3.7% | -2.7% |
| 30D | -17.1% | -1.3% | -15.8% | -16.8% |
| 3M | -16.5% | +15.2% | -31.7% | -20.4% |
| 6M | -17.8% | +18.8% | -36.6% | -22.5% |
| YTD | -13.2% | +21.0% | -34.2% | -18.9% |
| 1Y | -5.2% | +34.0% | -39.2% | -14.4% |
| 3Y | +48.2% | +95.3% | -47.1% | +15.0% |
| 5Y | +99.8% | +40.4% | +59.4% | +69.0% |
| 10Y | +291.1% | +107.3% | +183.8% | +185.9% |
| All | +45,672.9% | +8,537.0% | +37,135.9% | +13,339.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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