-26.7%
TSLL vs TJX
+46.3%
-73.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.4% | +10.3% | +10.1% |
| 7D | +5.8% | -3.3% | +9.1% | +8.9% |
| 30D | +21.7% | -19.9% | +41.6% | +49.9% |
| 3M | -28.2% | -19.0% | -9.2% | -14.6% |
| 6M | -29.5% | -18.6% | -10.9% | -17.4% |
| YTD | -47.5% | -15.3% | -32.3% | -43.0% |
| 1Y | -20.8% | -7.3% | -13.4% | -27.2% |
| 3Y | -26.7% | +46.6% | -73.3% | -58.6% |
| All | -26.7% | +46.3% | -73.0% | -58.6% |
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 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