+85.9%
EEM vs TJX
+42.7%
+43.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -1.3% | -4.6% | +3.3% | -0.6% |
| 30D | +2.1% | -17.2% | +19.2% | +4.9% |
| 3M | +1.0% | -24.9% | +25.9% | +5.7% |
| 6M | +15.9% | -19.7% | +35.6% | +19.2% |
| YTD | +24.6% | -17.2% | +41.8% | +27.2% |
| 1Y | +32.3% | -9.4% | +41.7% | +31.4% |
| 3Y | +85.9% | +43.1% | +42.8% | +57.3% |
| All | +85.9% | +42.7% | +43.2% | +57.3% |
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