+97.2%
TJX vs ECL
+27.6%
+69.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.0% |
| 7D | -4.6% | -1.1% | -3.5% | -4.2% |
| 30D | -17.2% | -0.8% | -16.4% | -16.9% |
| 3M | -24.9% | +5.0% | -29.9% | -26.5% |
| 6M | -19.7% | +0.2% | -19.9% | -20.1% |
| YTD | -17.2% | +5.8% | -23.0% | -19.6% |
| 1Y | -9.4% | +1.5% | -11.0% | -10.8% |
| 3Y | +43.1% | +55.0% | -11.9% | +16.2% |
| All | +97.2% | +27.6% | +69.6% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling