+97.2%
TJX vs ELF
+217.5%
-120.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.4% |
| 7D | -4.6% | -11.6% | +7.0% | -3.6% |
| 30D | -17.2% | +4.6% | -21.8% | -17.6% |
| 3M | -24.9% | +59.7% | -84.6% | -28.1% |
| 6M | -19.7% | +21.2% | -40.9% | -21.5% |
| YTD | -17.2% | +27.4% | -44.6% | -19.7% |
| 1Y | -9.4% | -29.8% | +20.4% | -8.2% |
| 3Y | +43.1% | -28.5% | +71.5% | +36.3% |
| All | +97.2% | +217.5% | -120.3% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling