+283.6%
TJX vs ED
+108.5%
+175.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.2% |
| 7D | -4.6% | -0.8% | -3.8% | -4.3% |
| 30D | -17.2% | -0.4% | -16.7% | -17.1% |
| 3M | -24.9% | +0.5% | -25.4% | -25.1% |
| 6M | -19.7% | -3.1% | -16.5% | -18.9% |
| YTD | -17.2% | +9.8% | -27.0% | -20.2% |
| 1Y | -9.4% | +12.6% | -22.0% | -13.5% |
| 3Y | +43.1% | +31.4% | +11.7% | +27.2% |
| 5Y | +96.7% | +69.4% | +27.3% | +55.9% |
| All | +283.6% | +108.5% | +175.1% | +202.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling