+280.2%
TSM vs TJX
+95.5%
+184.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | +1.0% | -4.6% | +5.6% | +2.7% |
| 30D | +1.0% | -17.2% | +18.1% | +7.9% |
| 3M | +2.9% | -24.9% | +27.8% | +13.8% |
| 6M | +22.8% | -19.7% | +42.5% | +31.8% |
| YTD | +43.3% | -17.2% | +60.5% | +51.5% |
| 1Y | +69.2% | -9.4% | +78.6% | +71.4% |
| 3Y | +404.5% | +43.1% | +361.4% | +309.7% |
| All | +280.2% | +95.5% | +184.7% | +163.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling