+376.4%
TTD vs TJX
+285.5%
+90.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +3.0% | +2.9% |
| 7D | -0.6% | -4.6% | +4.0% | +2.6% |
| 30D | +6.3% | -17.2% | +23.5% | +20.8% |
| 3M | -24.1% | -24.9% | +0.8% | -8.0% |
| 6M | -47.4% | -19.7% | -27.8% | -39.6% |
| YTD | -62.2% | -17.2% | -45.0% | -57.8% |
| 1Y | -68.3% | -9.4% | -58.9% | -66.9% |
| 3Y | -83.4% | +43.1% | -126.5% | -87.7% |
| 5Y | -80.3% | +96.7% | -177.0% | -88.2% |
| All | +376.4% | +285.5% | +90.9% | +101.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling