+278.9%
TJX vs ELF
+303.8%
-24.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | -4.6% | -11.6% | +7.0% | -3.1% |
| 30D | -17.2% | +4.6% | -21.8% | -17.8% |
| 3M | -24.9% | +59.7% | -84.6% | -29.8% |
| 6M | -19.7% | +21.2% | -40.9% | -22.5% |
| YTD | -17.2% | +27.4% | -44.6% | -21.1% |
| 1Y | -9.4% | -29.8% | +20.4% | -7.9% |
| 3Y | +43.1% | -28.5% | +71.5% | +35.2% |
| 5Y | +96.7% | +220.0% | -123.3% | +32.6% |
| All | +278.9% | +303.8% | -24.9% | +117.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling