+44,577.8%
TJX vs ED
+2,238.5%
+42,339.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.7% |
| 7D | -3.3% | +0.5% | -3.8% | -3.5% |
| 30D | -19.9% | +1.1% | -20.9% | -20.2% |
| 3M | -19.0% | +4.6% | -23.7% | -20.5% |
| 6M | -18.6% | -2.0% | -16.6% | -18.2% |
| YTD | -15.3% | +11.7% | -27.0% | -19.1% |
| 1Y | -7.3% | +15.7% | -23.1% | -12.8% |
| 3Y | +46.6% | +34.4% | +12.2% | +28.4% |
| 5Y | +98.5% | +67.3% | +31.2% | +57.6% |
| 10Y | +289.1% | +104.0% | +185.0% | +178.6% |
| All | +44,577.8% | +2,238.5% | +42,339.3% | +11,265.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling