-72.0%
TTD vs TJX
+4.8%
-76.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.2% | -2.3% | +2.3% |
| 7D | +3.7% | +4.6% | -0.9% | +3.2% |
| 30D | +10.4% | +7.7% | +2.7% | +9.7% |
| 3M | -31.6% | -7.8% | -23.8% | -30.9% |
| 6M | -45.1% | -5.8% | -39.3% | -44.5% |
| YTD | -65.1% | -4.9% | -60.3% | -64.8% |
| 1Y | -72.0% | +3.2% | -75.1% | -72.7% |
| All | -72.0% | +4.8% | -76.8% | -72.7% |
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