-23.4%
TSLL vs TJX
-4.4%
-18.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.1% | -11.8% | -11.9% |
| 7D | +1.9% | -2.2% | +4.1% | +1.0% |
| 30D | +17.8% | -17.1% | +34.9% | +10.5% |
| 3M | -37.0% | -16.5% | -20.5% | -40.1% |
| 6M | -37.7% | -17.8% | -19.9% | -40.7% |
| YTD | -51.4% | -13.2% | -38.2% | -53.1% |
| 1Y | -23.4% | -5.2% | -18.2% | -23.9% |
| All | -23.4% | -4.4% | -18.9% | -23.9% |
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