+97.3%
TJX vs ED
+66.8%
+30.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -4.4% | -1.9% | -2.5% | -3.9% |
| 30D | -18.6% | +0.1% | -18.7% | -18.6% |
| 3M | -24.4% | 0.0% | -24.4% | -24.4% |
| 6M | -20.2% | -2.5% | -17.7% | -19.9% |
| YTD | -16.9% | +10.1% | -27.0% | -19.1% |
| 1Y | -8.5% | +13.6% | -22.1% | -11.6% |
| 3Y | +43.7% | +32.4% | +11.3% | +31.6% |
| 5Y | +97.3% | +69.9% | +27.5% | +71.7% |
| All | +97.3% | +66.8% | +30.6% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling