+388.2%
EFA vs TJX
+3,685.7%
-3,297.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -1.5% | -4.6% | +3.1% | +0.2% |
| 30D | -1.7% | -17.2% | +15.5% | +5.6% |
| 3M | +3.5% | -24.9% | +28.4% | +15.0% |
| 6M | +9.5% | -19.7% | +29.1% | +18.3% |
| YTD | +12.9% | -17.2% | +30.1% | +20.3% |
| 1Y | +18.2% | -9.4% | +27.6% | +21.5% |
| 3Y | +64.8% | +43.1% | +21.8% | +40.7% |
| 5Y | +53.9% | +96.7% | -42.8% | +13.9% |
| 10Y | +144.8% | +287.7% | -143.0% | +30.6% |
| All | +388.2% | +3,685.7% | -3,297.6% | -2.6% |
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