+9,163.0%
UNP vs TJX
+44,323.9%
-35,160.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.7% |
| 7D | -1.7% | -4.0% | +2.2% | -0.7% |
| 30D | -2.1% | -20.3% | +18.2% | +3.7% |
| 3M | +5.4% | -23.3% | +28.7% | +12.6% |
| 6M | +13.4% | -19.7% | +33.1% | +19.5% |
| YTD | +25.0% | -17.1% | +42.1% | +30.5% |
| 1Y | +34.6% | -8.8% | +43.4% | +37.0% |
| 3Y | +43.6% | +43.4% | +0.2% | +29.7% |
| 5Y | +51.7% | +95.2% | -43.5% | +25.0% |
| 10Y | +282.5% | +288.1% | -5.5% | +162.8% |
| All | +9,163.0% | +44,323.9% | -35,160.9% | +2,658.9% |
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