+317.5%
TMUS vs TJX
+287.7%
+29.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.0% |
| 7D | +0.4% | -4.6% | +5.0% | +2.0% |
| 30D | +3.5% | -17.2% | +20.7% | +10.3% |
| 3M | -1.3% | -24.9% | +23.6% | +8.6% |
| 6M | -13.6% | -19.7% | +6.0% | -7.4% |
| YTD | -8.8% | -17.2% | +8.4% | -3.3% |
| 1Y | -22.9% | -9.4% | -13.4% | -20.9% |
| 3Y | +36.7% | +43.1% | -6.4% | +18.8% |
| 5Y | +46.6% | +96.7% | -50.1% | +12.3% |
| All | +317.5% | +287.7% | +29.8% | +154.0% |
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