-53.1%
TSLL vs TJX
+111.3%
-164.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.6% | -2.6% |
| 7D | -7.3% | -4.4% | -3.0% | -3.4% |
| 30D | +15.8% | -18.6% | +34.3% | +41.6% |
| 3M | -19.5% | -24.4% | +4.9% | +5.3% |
| 6M | -32.1% | -20.2% | -11.8% | -18.0% |
| YTD | -48.9% | -16.9% | -31.9% | -42.4% |
| 1Y | -23.4% | -8.5% | -14.9% | -26.0% |
| 3Y | -28.6% | +43.7% | -72.3% | -58.4% |
| All | -53.1% | +111.3% | -164.4% | -83.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling