+59.6%
TXN vs TJX
+95.5%
-35.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +3.9% |
| 7D | +4.0% | -4.6% | +8.6% | +5.9% |
| 30D | -2.9% | -17.2% | +14.3% | +4.7% |
| 3M | -9.1% | -24.9% | +15.8% | +1.7% |
| 6M | +36.6% | -19.7% | +56.3% | +47.9% |
| YTD | +57.5% | -17.2% | +74.7% | +67.6% |
| 1Y | +49.5% | -9.4% | +59.0% | +52.2% |
| 3Y | +76.5% | +43.1% | +33.5% | +44.6% |
| All | +59.6% | +95.5% | -35.9% | +11.8% |
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