+239.8%
TJX vs EQH
+234.7%
+5.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.8% |
| 7D | -4.6% | +0.7% | -5.3% | -4.8% |
| 30D | -17.2% | +2.8% | -20.0% | -18.1% |
| 3M | -24.9% | +23.1% | -48.0% | -30.9% |
| 6M | -19.7% | +41.4% | -61.1% | -30.4% |
| YTD | -17.2% | +14.3% | -31.5% | -22.6% |
| 1Y | -9.4% | +1.6% | -11.0% | -11.8% |
| 3Y | +43.1% | +102.7% | -59.6% | -0.8% |
| 5Y | +96.7% | +104.5% | -7.8% | +31.5% |
| All | +239.8% | +234.7% | +5.1% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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