+43,711.4%
TJX vs EFX
+6,077.1%
+37,634.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | -4.4% | -11.1% | +6.8% | -0.7% |
| 30D | -18.6% | -7.4% | -11.2% | -16.7% |
| 3M | -24.4% | +1.5% | -25.8% | -25.3% |
| 6M | -20.2% | -13.7% | -6.5% | -17.4% |
| YTD | -16.9% | -21.9% | +4.9% | -12.0% |
| 1Y | -8.5% | -30.8% | +22.3% | +0.6% |
| 3Y | +43.7% | -12.4% | +56.1% | +40.5% |
| 5Y | +97.3% | -35.9% | +133.3% | +109.8% |
| 10Y | +289.0% | +41.0% | +248.0% | +203.1% |
| All | +43,711.4% | +6,077.1% | +37,634.3% | +12,507.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling