+334.2%
TJX vs Z
+17.0%
+317.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.4% | +4.1% | -1.5% |
| 7D | -3.3% | -3.3% | 0.0% | -2.9% |
| 30D | -19.9% | -3.7% | -16.1% | -19.6% |
| 3M | -19.0% | -7.0% | -12.1% | -18.6% |
| 6M | -18.6% | -29.5% | +10.9% | -15.2% |
| YTD | -15.3% | -52.6% | +37.3% | -7.3% |
| 1Y | -7.3% | -64.0% | +56.7% | +5.1% |
| 3Y | +46.6% | -36.4% | +83.0% | +48.9% |
| 5Y | +98.5% | -65.8% | +164.2% | +109.4% |
| 10Y | +289.1% | -5.8% | +294.9% | +213.1% |
| All | +334.2% | +17.0% | +317.2% | +240.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling