+2,220.4%
TJX vs EMB
+131.9%
+2,088.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.3% |
| 7D | -3.3% | +0.3% | -3.6% | -3.4% |
| 30D | -19.9% | -0.5% | -19.4% | -19.6% |
| 3M | -19.0% | +0.3% | -19.4% | -19.2% |
| 6M | -18.6% | +1.2% | -19.7% | -19.1% |
| YTD | -15.3% | +1.5% | -16.8% | -16.0% |
| 1Y | -7.3% | +4.8% | -12.1% | -9.9% |
| 3Y | +46.6% | +30.4% | +16.2% | +25.6% |
| 5Y | +98.5% | +7.3% | +91.2% | +88.6% |
| 10Y | +289.1% | +29.7% | +259.4% | +241.3% |
| All | +2,220.4% | +131.9% | +2,088.5% | +1,592.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling