+42.4%
TMUS vs TJX
+94.3%
-51.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -5.8% | -4.4% | -1.4% | -4.4% |
| 30D | -0.2% | -18.6% | +18.3% | +6.5% |
| 3M | -4.0% | -24.4% | +20.4% | +4.8% |
| 6M | -18.1% | -20.2% | +2.1% | -12.3% |
| YTD | -11.3% | -16.9% | +5.6% | -6.5% |
| 1Y | -24.7% | -8.5% | -16.2% | -23.3% |
| 3Y | +35.4% | +43.7% | -8.4% | +17.5% |
| 5Y | +42.4% | +97.3% | -54.9% | +9.6% |
| All | +42.4% | +94.3% | -51.8% | +9.6% |
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 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