+97.2%
TJX vs EFX
-36.2%
+133.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -4.6% | -4.5% | 0.0% | -3.5% |
| 30D | -17.2% | -6.1% | -11.1% | -16.1% |
| 3M | -24.9% | +6.2% | -31.1% | -26.4% |
| 6M | -19.7% | -11.2% | -8.5% | -18.1% |
| YTD | -17.2% | -21.4% | +4.2% | -13.5% |
| 1Y | -9.4% | -34.3% | +24.9% | -0.9% |
| 3Y | +43.1% | -12.5% | +55.6% | +37.9% |
| All | +97.2% | -36.2% | +133.4% | +109.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling