+33.6%
TSLA vs TJX
+42.7%
-9.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | +3.2% | -4.6% | +7.8% | +5.5% |
| 30D | +11.6% | -17.2% | +28.7% | +22.2% |
| 3M | -8.4% | -24.9% | +16.5% | +5.7% |
| 6M | -10.4% | -19.7% | +9.3% | -1.6% |
| YTD | -18.7% | -17.2% | -1.5% | -13.3% |
| 1Y | -0.9% | -9.4% | +8.5% | -2.9% |
| 3Y | +33.6% | +43.1% | -9.5% | -3.3% |
| All | +33.6% | +42.7% | -9.1% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling