-46.0%
TSLL vs TJX
+4.8%
-50.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +5.2% | -11.5% | -3.9% |
| 7D | -9.4% | +4.6% | -14.0% | -7.3% |
| 30D | +1.6% | +7.7% | -6.1% | +4.8% |
| 3M | +29.4% | -7.8% | +37.2% | +25.2% |
| 6M | -20.1% | -5.8% | -14.4% | -22.4% |
| YTD | -44.5% | -4.9% | -39.6% | -45.1% |
| 1Y | -46.0% | +3.2% | -49.2% | -43.3% |
| All | -46.0% | +4.8% | -50.8% | -43.3% |
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 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