+43.2%
TJX vs Z
-37.2%
+80.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | -4.0% | -7.1% | +3.1% | -3.4% |
| 30D | -20.3% | -4.8% | -15.6% | -20.1% |
| 3M | -23.3% | -9.3% | -13.9% | -22.8% |
| 6M | -19.7% | -29.0% | +9.2% | -17.7% |
| YTD | -17.1% | -52.9% | +35.8% | -12.1% |
| 1Y | -8.8% | -63.1% | +54.3% | -1.1% |
| All | +43.2% | -37.2% | +80.4% | +47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling