+213.0%
TJX vs EQX
+232.0%
-19.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -2.0% | -0.4% |
| 7D | -4.6% | -3.2% | -1.4% | -4.5% |
| 30D | -17.2% | +7.8% | -24.9% | -17.3% |
| 3M | -24.9% | +21.3% | -46.2% | -25.3% |
| 6M | -19.7% | -22.4% | +2.8% | -19.3% |
| YTD | -17.2% | -11.3% | -5.9% | -17.3% |
| 1Y | -9.4% | +13.5% | -22.9% | -10.3% |
| 3Y | +43.1% | +162.1% | -119.1% | +36.6% |
| 5Y | +96.7% | +84.2% | +12.5% | +85.9% |
| All | +213.0% | +232.0% | -19.1% | +239.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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