+361.1%
TTD vs TJX
+285.8%
+75.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | +0.5% |
| 7D | -4.6% | -4.0% | -0.7% | -1.9% |
| 30D | +3.7% | -20.3% | +24.0% | +20.9% |
| 3M | -30.2% | -23.3% | -7.0% | -16.7% |
| 6M | -51.4% | -19.7% | -31.7% | -44.1% |
| YTD | -63.4% | -17.1% | -46.3% | -59.2% |
| 1Y | -73.5% | -8.8% | -64.7% | -72.5% |
| 3Y | -83.5% | +43.4% | -126.8% | -87.7% |
| 5Y | -80.9% | +95.2% | -176.2% | -88.5% |
| All | +361.1% | +285.8% | +75.3% | +95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling