+97.8%
TJX vs EAT
+317.4%
-219.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -4.4% | -6.2% | +1.8% | -3.4% |
| 30D | -18.6% | -3.0% | -15.5% | -18.3% |
| 3M | -24.4% | +45.6% | -70.0% | -29.1% |
| 6M | -20.2% | +53.5% | -73.8% | -26.3% |
| YTD | -16.9% | +49.6% | -66.5% | -23.2% |
| 1Y | -8.5% | +38.9% | -47.4% | -14.7% |
| 3Y | +43.7% | +589.7% | -545.9% | -6.8% |
| All | +97.8% | +317.4% | -219.5% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling