+283.6%
TJX vs EFX
+42.6%
+241.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -4.6% | -4.5% | 0.0% | -3.2% |
| 30D | -17.2% | -6.1% | -11.1% | -15.8% |
| 3M | -24.9% | +6.2% | -31.1% | -26.8% |
| 6M | -19.7% | -11.2% | -8.5% | -17.7% |
| YTD | -17.2% | -21.4% | +4.2% | -12.5% |
| 1Y | -9.4% | -34.3% | +24.9% | +1.3% |
| 3Y | +43.1% | -12.5% | +55.6% | +38.3% |
| 5Y | +96.7% | -35.6% | +132.3% | +108.0% |
| All | +283.6% | +42.6% | +241.1% | +192.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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