+36.0%
TSM vs TJX
+4.8%
+31.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.2% | -7.4% | -1.4% |
| 7D | -10.0% | +4.6% | -14.6% | -9.2% |
| 30D | -18.5% | +7.7% | -26.2% | -17.8% |
| 3M | -4.9% | -7.8% | +2.9% | -5.9% |
| 6M | -1.0% | -5.8% | +4.8% | -2.3% |
| YTD | +31.3% | -4.9% | +36.1% | +32.3% |
| 1Y | +36.0% | +3.2% | +32.9% | +39.3% |
| All | +36.0% | +4.8% | +31.2% | +39.3% |
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