-1.4%
TLT vs TJX
-4.4%
+3.0%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -0.4% | -2.2% | +1.8% | -0.3% |
| 30D | -0.6% | -17.1% | +16.6% | +0.5% |
| 3M | -2.7% | -16.5% | +13.7% | -1.8% |
| 6M | -5.6% | -17.8% | +12.2% | -4.8% |
| YTD | -2.8% | -13.2% | +10.4% | -2.2% |
| 1Y | -1.4% | -5.2% | +3.8% | -1.5% |
| All | -1.4% | -4.4% | +3.0% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 1y: compounded portfolio wealth divided by compounded TJX 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…
1y analysis · Full analysis span regression · 6 months rolling