+44,577.8%
TJX vs ECL
+12,954.7%
+31,623.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.2% |
| 7D | -3.3% | -0.8% | -2.5% | -2.9% |
| 30D | -19.9% | -2.5% | -17.4% | -19.0% |
| 3M | -19.0% | +8.3% | -27.4% | -22.3% |
| 6M | -18.6% | -1.1% | -17.5% | -18.5% |
| YTD | -15.3% | +6.5% | -21.8% | -18.4% |
| 1Y | -7.3% | +2.1% | -9.4% | -9.2% |
| 3Y | +46.6% | +57.6% | -11.0% | +15.3% |
| 5Y | +98.5% | +28.1% | +70.4% | +68.8% |
| 10Y | +289.1% | +153.2% | +135.8% | +139.4% |
| All | +44,577.8% | +12,954.7% | +31,623.0% | +6,537.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling