+44,577.8%
TJX vs EMR
+4,021.7%
+40,556.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.2% |
| 7D | -3.3% | +3.1% | -6.3% | -4.6% |
| 30D | -19.9% | -3.5% | -16.3% | -18.7% |
| 3M | -19.0% | +9.8% | -28.8% | -23.1% |
| 6M | -18.6% | +10.8% | -29.4% | -23.4% |
| YTD | -15.3% | +15.9% | -31.2% | -22.7% |
| 1Y | -7.3% | +16.4% | -23.8% | -16.1% |
| 3Y | +46.6% | +62.1% | -15.5% | +9.6% |
| 5Y | +98.5% | +62.9% | +35.6% | +46.0% |
| 10Y | +289.1% | +267.8% | +21.3% | +87.1% |
| All | +44,577.8% | +4,021.7% | +40,556.1% | +5,306.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling