+97.3%
TJX vs Z
-66.6%
+163.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.6% |
| 7D | -4.4% | -11.6% | +7.2% | -3.0% |
| 30D | -18.6% | -8.5% | -10.1% | -17.8% |
| 3M | -24.4% | -7.9% | -16.5% | -23.9% |
| 6M | -20.2% | -29.1% | +8.8% | -17.4% |
| YTD | -16.9% | -54.2% | +37.3% | -9.5% |
| 1Y | -8.5% | -63.5% | +55.0% | +2.3% |
| 3Y | +43.7% | -38.6% | +82.4% | +46.2% |
| 5Y | +97.3% | -66.0% | +163.3% | +87.6% |
| All | +97.3% | -66.6% | +163.9% | +87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling