-37.8%
U vs TJX
+146.0%
-183.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.9% |
| 7D | +4.4% | -4.0% | +8.3% | +7.0% |
| 30D | -1.3% | -20.3% | +19.0% | +13.8% |
| 3M | +49.6% | -23.3% | +72.8% | +76.1% |
| 6M | +100.2% | -19.7% | +119.9% | +126.4% |
| YTD | -3.7% | -17.1% | +13.4% | +5.8% |
| 1Y | -6.5% | -8.8% | +2.3% | -4.6% |
| 3Y | +12.9% | +43.4% | -30.5% | -18.2% |
| 5Y | -68.3% | +95.2% | -163.5% | -82.1% |
| All | -37.8% | +146.0% | -183.8% | -60.4% |
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 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