+3.2%
TJX vs ELF
-3.2%
+6.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.9% | +3.3% | +5.1% |
| 7D | +4.6% | -1.5% | +6.1% | +4.7% |
| 30D | +7.7% | +9.5% | -1.8% | +7.3% |
| 3M | -7.8% | +29.4% | -37.2% | -8.9% |
| 6M | -5.8% | +83.7% | -89.5% | -8.3% |
| YTD | -4.9% | +49.4% | -54.3% | -6.6% |
| 1Y | +3.2% | -3.9% | +7.1% | +1.9% |
| All | +3.2% | -3.2% | +6.4% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling