+97.2%
TJX vs EMR
+66.6%
+30.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -1.0% |
| 7D | -4.6% | -0.4% | -4.2% | -4.5% |
| 30D | -17.2% | -6.8% | -10.4% | -15.7% |
| 3M | -24.9% | +7.5% | -32.4% | -26.7% |
| 6M | -19.7% | +9.9% | -29.5% | -22.5% |
| YTD | -17.2% | +16.0% | -33.2% | -22.0% |
| 1Y | -9.4% | +12.4% | -21.9% | -14.2% |
| 3Y | +43.1% | +60.2% | -17.2% | +15.2% |
| All | +97.2% | +66.6% | +30.5% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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