+156.1%
TJX vs ELAN
-28.2%
+184.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | -4.6% | -5.4% | +0.8% | -3.6% |
| 30D | -17.2% | +4.7% | -21.9% | -18.0% |
| 3M | -24.9% | -3.7% | -21.2% | -24.7% |
| 6M | -19.7% | -1.2% | -18.5% | -20.5% |
| YTD | -17.2% | +2.4% | -19.6% | -19.0% |
| 1Y | -9.4% | +23.4% | -32.8% | -15.2% |
| 3Y | +43.1% | +96.7% | -53.6% | +12.8% |
| 5Y | +96.7% | -30.6% | +127.3% | +112.2% |
| All | +156.1% | -28.2% | +184.3% | +138.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling