+97.2%
TJX vs EL
-69.0%
+166.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -4.6% | -6.5% | +1.9% | -3.7% |
| 30D | -17.2% | +11.1% | -28.3% | -18.7% |
| 3M | -24.9% | +10.7% | -35.6% | -26.3% |
| 6M | -19.7% | +6.9% | -26.5% | -21.1% |
| YTD | -17.2% | -6.3% | -10.9% | -17.6% |
| 1Y | -9.4% | +13.5% | -22.9% | -13.2% |
| 3Y | +43.1% | -33.1% | +76.1% | +49.2% |
| All | +97.2% | -69.0% | +166.2% | +174.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling