+43.5%
TJX vs EL
-34.4%
+77.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.6% | +0.4% |
| 7D | -4.4% | -4.4% | 0.0% | -4.1% |
| 30D | -18.6% | +10.3% | -28.8% | -19.2% |
| 3M | -24.4% | +13.4% | -37.7% | -25.1% |
| 6M | -20.2% | +3.1% | -23.3% | -20.8% |
| YTD | -16.9% | -6.9% | -10.0% | -17.2% |
| 1Y | -8.5% | +11.9% | -20.4% | -10.3% |
| All | +43.5% | -34.4% | +77.9% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 3y: compounded portfolio wealth divided by compounded EL 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…
3y analysis · Full analysis span regression · 6 months rolling