+4,070.7%
TJX vs ELV
+2,525.7%
+1,545.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -4.6% | +3.2% | -7.8% | -5.4% |
| 30D | -17.2% | +5.4% | -22.5% | -18.4% |
| 3M | -24.9% | +5.4% | -30.3% | -26.3% |
| 6M | -19.7% | +45.7% | -65.4% | -28.1% |
| YTD | -17.2% | +21.2% | -38.4% | -22.7% |
| 1Y | -9.4% | +35.6% | -45.0% | -18.4% |
| 3Y | +43.1% | -2.0% | +45.1% | +37.7% |
| 5Y | +96.7% | +26.0% | +70.7% | +72.8% |
| 10Y | +287.7% | +278.7% | +9.0% | +146.2% |
| All | +4,070.7% | +2,525.7% | +1,545.0% | +1,358.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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