+283.6%
TJX vs EMB
+30.3%
+253.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -4.6% | -1.2% | -3.4% | -3.5% |
| 30D | -17.2% | -1.3% | -15.9% | -16.2% |
| 3M | -24.9% | -1.8% | -23.1% | -23.6% |
| 6M | -19.7% | +0.2% | -19.9% | -19.9% |
| YTD | -17.2% | +0.4% | -17.6% | -17.6% |
| 1Y | -9.4% | +2.8% | -12.2% | -11.9% |
| 3Y | +43.1% | +29.1% | +13.9% | +11.3% |
| 5Y | +96.7% | +6.3% | +90.5% | +88.4% |
| All | +283.6% | +30.3% | +253.3% | +215.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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