+300.6%
TJX vs USHY
+49.7%
+251.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +1.1% |
| 7D | -4.4% | -0.7% | -3.6% | -3.1% |
| 30D | -18.6% | -0.5% | -18.0% | -17.8% |
| 3M | -24.4% | +0.5% | -24.9% | -25.1% |
| 6M | -20.2% | +1.5% | -21.7% | -22.3% |
| YTD | -16.9% | +1.7% | -18.7% | -19.4% |
| 1Y | -8.5% | +3.5% | -12.1% | -13.9% |
| 3Y | +43.7% | +27.2% | +16.6% | -5.5% |
| 5Y | +97.3% | +21.0% | +76.3% | +45.6% |
| All | +300.6% | +49.7% | +251.0% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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