+830.6%
EEM vs TJX
+3,599.4%
-2,768.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -0.7% | -4.4% | +3.7% | +1.3% |
| 30D | +2.4% | -18.6% | +21.0% | +12.0% |
| 3M | +4.2% | -24.4% | +28.5% | +17.3% |
| 6M | +14.8% | -20.2% | +35.0% | +25.7% |
| YTD | +23.1% | -16.9% | +40.0% | +32.0% |
| 1Y | +32.5% | -8.5% | +41.0% | +35.6% |
| 3Y | +85.9% | +43.7% | +42.2% | +52.1% |
| 5Y | +43.6% | +97.3% | -53.8% | -1.9% |
| 10Y | +127.2% | +289.0% | -161.7% | -0.1% |
| All | +830.6% | +3,599.4% | -2,768.7% | +17.7% |
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