+47.6%
TSLA vs TJX
+95.5%
-47.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | +3.2% | -4.6% | +7.8% | +6.2% |
| 30D | +11.6% | -17.2% | +28.7% | +25.6% |
| 3M | -8.4% | -24.9% | +16.5% | +9.4% |
| 6M | -10.4% | -19.7% | +9.3% | +1.2% |
| YTD | -18.7% | -17.2% | -1.5% | -10.7% |
| 1Y | -0.9% | -9.4% | +8.5% | +0.8% |
| 3Y | +33.6% | +43.1% | -9.5% | -3.8% |
| All | +47.6% | +95.5% | -47.9% | -21.6% |
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