-16.3%
UNH vs TJX
+42.7%
-59.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -4.5% | -4.6% | 0.0% | -3.9% |
| 30D | -6.5% | -17.2% | +10.6% | -4.0% |
| 3M | -6.0% | -24.9% | +18.9% | -2.3% |
| 6M | +33.7% | -19.7% | +53.3% | +37.3% |
| YTD | +16.4% | -17.2% | +33.6% | +18.7% |
| 1Y | +10.1% | -9.4% | +19.5% | +10.4% |
| 3Y | -16.3% | +43.1% | -59.4% | -21.5% |
| All | -16.3% | +42.7% | -59.0% | -21.5% |
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