+287.6%
TJX vs ELF
+334.6%
-47.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.9% | +2.5% | -1.8% |
| 7D | -3.3% | -1.2% | -2.1% | -3.1% |
| 30D | -19.9% | +5.9% | -25.8% | -20.6% |
| 3M | -19.0% | +99.5% | -118.6% | -26.5% |
| 6M | -18.6% | +26.5% | -45.1% | -21.9% |
| YTD | -15.3% | +37.2% | -52.5% | -20.0% |
| 1Y | -7.3% | -24.4% | +17.1% | -6.7% |
| 3Y | +46.6% | -23.3% | +69.9% | +37.3% |
| 5Y | +98.5% | +245.2% | -146.7% | +32.5% |
| All | +287.6% | +334.6% | -47.0% | +120.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling