+128.5%
EEM vs TJX
+287.7%
-159.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -1.3% | -4.6% | +3.3% | +0.2% |
| 30D | +2.1% | -17.2% | +19.2% | +8.1% |
| 3M | +1.0% | -24.9% | +25.9% | +10.0% |
| 6M | +15.9% | -19.7% | +35.6% | +23.2% |
| YTD | +24.6% | -17.2% | +41.8% | +31.0% |
| 1Y | +32.3% | -9.4% | +41.7% | +34.7% |
| 3Y | +85.9% | +43.1% | +42.8% | +60.9% |
| 5Y | +45.4% | +96.7% | -51.3% | +10.8% |
| All | +128.5% | +287.7% | -159.2% | +40.8% |
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