-13.3%
TSLA vs TJX
+4.8%
-18.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.2% | -8.5% | -2.1% |
| 7D | -4.7% | +4.6% | -9.3% | -3.6% |
| 30D | +1.7% | +7.7% | -6.0% | +3.2% |
| 3M | +17.7% | -7.8% | +25.5% | +15.6% |
| 6M | -1.9% | -5.8% | +3.9% | -3.4% |
| YTD | -14.3% | -4.9% | -9.5% | -15.0% |
| 1Y | -13.3% | +3.2% | -16.4% | -11.2% |
| All | -13.3% | +4.8% | -18.1% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling