+22.6%
EFA vs TJX
-4.4%
+27.0%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.6% | -2.2% | +2.8% | +0.8% |
| 30D | +0.9% | -17.1% | +18.0% | +2.7% |
| 3M | +4.9% | -16.5% | +21.3% | +6.5% |
| 6M | +8.6% | -17.8% | +26.4% | +10.0% |
| YTD | +14.6% | -13.2% | +27.8% | +16.2% |
| 1Y | +22.6% | -5.2% | +27.8% | +23.2% |
| All | +22.6% | -4.4% | +27.0% | +23.2% |
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