+15.0%
EEM vs TJX
+4.8%
+10.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.2% | -4.3% | +1.3% |
| 7D | -3.0% | +4.6% | -7.6% | -2.6% |
| 30D | -10.3% | +7.7% | -18.0% | -9.9% |
| 3M | -6.6% | -7.8% | +1.2% | -7.7% |
| 6M | -3.4% | -5.8% | +2.4% | -4.8% |
| YTD | +13.2% | -4.9% | +18.1% | +12.8% |
| 1Y | +15.0% | +3.2% | +11.9% | +13.6% |
| All | +15.0% | +4.8% | +10.2% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling