-2.8%
TSLL vs TJX
+54.6%
-57.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.6% |
| 7D | +33.0% | -1.9% | +34.8% | +34.9% |
| 30D | +7.7% | -3.9% | +11.6% | +11.0% |
| 3M | +34.7% | -10.6% | +45.3% | +47.7% |
| 6M | -31.5% | -8.9% | -22.6% | -30.2% |
| YTD | -42.4% | -10.7% | -31.7% | -40.9% |
| 1Y | -39.7% | -6.8% | -32.9% | -42.9% |
| All | -2.8% | +54.6% | -57.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling