-19.7%
TJX vs EL
+9.3%
-29.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -2.0% |
| 7D | -4.0% | -2.4% | -1.6% | -3.8% |
| 30D | -20.3% | +13.7% | -34.0% | -20.8% |
| 3M | -23.3% | +14.5% | -37.8% | -23.9% |
| 6M | -19.7% | +7.4% | -27.1% | -20.5% |
| All | -19.7% | +9.3% | -29.1% | -20.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling