-21.5%
TSLL vs TJX
-8.5%
-13.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -1.0% |
| 7D | +5.1% | -4.0% | +9.1% | +3.6% |
| 30D | +20.0% | -20.3% | +40.3% | +11.6% |
| 3M | -23.8% | -23.3% | -0.5% | -28.0% |
| 6M | -30.3% | -19.7% | -10.6% | -34.1% |
| YTD | -47.7% | -17.1% | -30.5% | -50.3% |
| All | -21.5% | -8.5% | -13.0% | -27.0% |
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