-20.7%
TLT vs TJX
+287.7%
-308.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -1.6% | -4.6% | +3.0% | -2.0% |
| 30D | -1.1% | -17.2% | +16.0% | -2.6% |
| 3M | -4.9% | -24.9% | +20.1% | -6.9% |
| 6M | -5.0% | -19.7% | +14.6% | -6.6% |
| YTD | -4.4% | -17.2% | +12.8% | -5.7% |
| 1Y | -6.4% | -9.4% | +3.0% | -6.9% |
| 3Y | -2.0% | +43.1% | -45.1% | +2.1% |
| 5Y | -35.0% | +96.7% | -131.7% | -29.3% |
| All | -20.7% | +287.7% | -308.4% | -3.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling