+283.6%
TJX vs EIX
+19.9%
+263.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.1% |
| 7D | -4.6% | -1.4% | -3.2% | -4.3% |
| 30D | -17.2% | -19.3% | +2.1% | -13.2% |
| 3M | -24.9% | -21.7% | -3.2% | -20.8% |
| 6M | -19.7% | -19.8% | +0.2% | -16.0% |
| YTD | -17.2% | -3.0% | -14.2% | -18.7% |
| 1Y | -9.4% | +5.1% | -14.5% | -13.5% |
| 3Y | +43.1% | -7.0% | +50.0% | +38.3% |
| 5Y | +96.7% | +22.0% | +74.7% | +69.3% |
| All | +283.6% | +19.9% | +263.8% | +218.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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