+283.6%
TJX vs EAT
+374.9%
-91.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -4.6% | -7.7% | +3.1% | -3.0% |
| 30D | -17.2% | -13.6% | -3.6% | -14.6% |
| 3M | -24.9% | +33.9% | -58.8% | -29.8% |
| 6M | -19.7% | +47.2% | -66.9% | -27.1% |
| YTD | -17.2% | +48.1% | -65.3% | -25.3% |
| 1Y | -9.4% | +33.7% | -43.1% | -17.0% |
| 3Y | +43.1% | +595.8% | -552.7% | -14.9% |
| 5Y | +96.7% | +314.4% | -217.7% | +25.5% |
| All | +283.6% | +374.9% | -91.3% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling