-19.7%
TJX vs ELAN
-1.5%
-18.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.4% |
| 7D | -4.6% | -5.4% | +0.8% | -4.2% |
| 30D | -17.2% | +4.7% | -21.9% | -17.5% |
| 3M | -24.9% | -3.7% | -21.2% | -24.8% |
| 6M | -19.7% | -1.2% | -18.5% | -20.6% |
| All | -19.7% | -1.5% | -18.1% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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