+129.9%
TLT vs TJX
+3,541.2%
-3,411.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.8% |
| 7D | -0.3% | -4.0% | +3.7% | -0.7% |
| 30D | 0.0% | -20.3% | +20.3% | -2.5% |
| 3M | -2.9% | -23.3% | +20.4% | -5.7% |
| 6M | -6.3% | -19.7% | +13.5% | -8.5% |
| YTD | -3.3% | -17.1% | +13.8% | -5.2% |
| 1Y | -4.2% | -8.8% | +4.6% | -5.0% |
| 3Y | -1.7% | +43.4% | -45.1% | +3.3% |
| 5Y | -34.9% | +95.2% | -130.1% | -28.3% |
| 10Y | -19.8% | +288.1% | -307.9% | +0.8% |
| All | +129.9% | +3,541.2% | -3,411.3% | +303.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling