+10.6%
TMO vs TJX
+95.5%
-84.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -0.6% | -4.6% | +3.9% | +0.8% |
| 30D | +1.1% | -17.2% | +18.3% | +7.1% |
| 3M | +28.3% | -24.9% | +53.2% | +40.0% |
| 6M | +23.3% | -19.7% | +42.9% | +31.2% |
| YTD | +5.5% | -17.2% | +22.7% | +10.9% |
| 1Y | +24.5% | -9.4% | +34.0% | +26.8% |
| 3Y | +19.6% | +43.1% | -23.5% | +3.4% |
| All | +10.6% | +95.5% | -84.9% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling