+53.3%
TJX vs ES
+53.3%
-0.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | -0.3% | +2.7% | -3.0% | -0.8% |
| 30D | -5.6% | +7.6% | -13.2% | -6.7% |
| 3M | -12.3% | +0.5% | -12.8% | -12.5% |
| 6M | -7.7% | +7.6% | -15.3% | -8.7% |
| YTD | -11.4% | +10.2% | -21.6% | -12.8% |
| 1Y | -7.0% | +1.8% | -8.9% | -7.6% |
| 3Y | +53.3% | +55.4% | -2.1% | +39.7% |
| All | +53.3% | +53.3% | -0.1% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 3y: compounded portfolio wealth divided by compounded ES 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…
3y analysis · Full analysis span regression · 6 months rolling