+228.4%
UNH vs TJX
+287.7%
-59.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -4.5% | -4.6% | 0.0% | -2.9% |
| 30D | -6.5% | -17.2% | +10.6% | +0.1% |
| 3M | -6.0% | -24.9% | +18.9% | +4.1% |
| 6M | +33.7% | -19.7% | +53.3% | +43.7% |
| YTD | +16.4% | -17.2% | +33.6% | +23.6% |
| 1Y | +10.1% | -9.4% | +19.5% | +12.8% |
| 3Y | -16.3% | +43.1% | -59.4% | -29.2% |
| 5Y | +2.1% | +96.7% | -94.6% | -26.0% |
| All | +228.4% | +287.7% | -59.4% | +80.6% |
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