+97.2%
TJX vs EME
+575.5%
-478.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -0.9% |
| 7D | -4.6% | +3.5% | -8.1% | -5.1% |
| 30D | -17.2% | -6.3% | -10.8% | -16.5% |
| 3M | -24.9% | -3.8% | -21.1% | -24.8% |
| 6M | -19.7% | +8.5% | -28.2% | -21.6% |
| YTD | -17.2% | +27.8% | -45.0% | -22.2% |
| 1Y | -9.4% | +22.2% | -31.6% | -15.2% |
| 3Y | +43.1% | +253.5% | -210.4% | -9.3% |
| All | +97.2% | +575.5% | -478.3% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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