+33,601.2%
TJX vs EL
+1,598.2%
+32,002.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.3% |
| 7D | -4.0% | -2.4% | -1.6% | -3.3% |
| 30D | -20.3% | +13.7% | -34.0% | -23.9% |
| 3M | -23.3% | +14.5% | -37.8% | -27.0% |
| 6M | -19.7% | +7.4% | -27.1% | -23.0% |
| YTD | -17.1% | -4.7% | -12.4% | -18.7% |
| 1Y | -8.8% | +12.9% | -21.7% | -15.8% |
| 3Y | +43.4% | -32.2% | +75.6% | +44.0% |
| 5Y | +95.2% | -68.4% | +163.6% | +147.8% |
| 10Y | +288.1% | +28.3% | +259.8% | +201.8% |
| All | +33,601.2% | +1,598.2% | +32,002.9% | +10,712.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling