+43.5%
TJX vs EAT
+585.9%
-542.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -4.4% | -6.2% | +1.8% | -3.7% |
| 30D | -18.6% | -3.0% | -15.5% | -18.4% |
| 3M | -24.4% | +45.6% | -70.0% | -27.6% |
| 6M | -20.2% | +53.5% | -73.8% | -24.4% |
| YTD | -16.9% | +49.6% | -66.5% | -21.2% |
| 1Y | -8.5% | +38.9% | -47.4% | -12.7% |
| All | +43.5% | +585.9% | -542.4% | +8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling