+283.6%
TJX vs Z
-2.5%
+286.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -0.9% |
| 7D | -4.6% | -6.0% | +1.5% | -3.8% |
| 30D | -17.2% | -2.3% | -14.9% | -17.0% |
| 3M | -24.9% | -0.6% | -24.3% | -25.2% |
| 6M | -19.7% | -27.6% | +8.0% | -16.6% |
| YTD | -17.2% | -52.4% | +35.2% | -9.3% |
| 1Y | -9.4% | -63.6% | +54.2% | +2.8% |
| 3Y | +43.1% | -36.4% | +79.5% | +45.3% |
| 5Y | +96.7% | -64.6% | +161.3% | +106.5% |
| All | +283.6% | -2.5% | +286.1% | +206.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling