+15.6%
U vs TJX
+42.7%
-27.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.3% | +4.8% | +4.6% |
| 7D | +5.5% | -4.6% | +10.1% | +7.5% |
| 30D | -1.3% | -17.2% | +15.9% | +6.3% |
| 3M | +64.6% | -24.9% | +89.5% | +84.4% |
| 6M | +119.4% | -19.7% | +139.0% | +137.0% |
| YTD | -0.5% | -17.2% | +16.7% | +5.2% |
| 1Y | +1.3% | -9.4% | +10.7% | 0.0% |
| 3Y | +15.6% | +43.1% | -27.5% | -22.4% |
| All | +15.6% | +42.7% | -27.1% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling