-5.2%
TJX vs ECL
+3.0%
-8.2%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -2.2% | -2.6% | +0.4% | -1.5% |
| 30D | -17.1% | -2.2% | -15.0% | -16.6% |
| 3M | -16.5% | +10.1% | -26.6% | -18.9% |
| 6M | -17.8% | -5.7% | -12.1% | -17.7% |
| YTD | -13.2% | +7.0% | -20.2% | -15.7% |
| 1Y | -5.2% | +2.7% | -7.9% | -7.2% |
| All | -5.2% | +3.0% | -8.2% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling