+97.2%
TJX vs EFV
+95.9%
+1.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.9% |
| 7D | -4.6% | -0.8% | -3.8% | -4.1% |
| 30D | -17.2% | +0.6% | -17.8% | -17.5% |
| 3M | -24.9% | +7.5% | -32.4% | -28.1% |
| 6M | -19.7% | +13.0% | -32.7% | -25.5% |
| YTD | -17.2% | +18.3% | -35.5% | -25.6% |
| 1Y | -9.4% | +26.7% | -36.2% | -22.1% |
| 3Y | +43.1% | +89.6% | -46.5% | -7.4% |
| All | +97.2% | +95.9% | +1.3% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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