+64.8%
EFA vs TJX
+42.7%
+22.1%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -1.5% | -4.6% | +3.1% | -0.3% |
| 30D | -1.7% | -17.2% | +15.5% | +3.2% |
| 3M | +3.5% | -24.9% | +28.4% | +11.5% |
| 6M | +9.5% | -19.7% | +29.1% | +15.3% |
| YTD | +12.9% | -17.2% | +30.1% | +17.6% |
| 1Y | +18.2% | -9.4% | +27.6% | +19.2% |
| 3Y | +64.8% | +43.1% | +21.8% | +40.1% |
| All | +64.8% | +42.7% | +22.1% | +40.1% |
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