+46.6%
TJX vs ES
+33.1%
+13.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.5% |
| 7D | -3.3% | +1.4% | -4.7% | -3.5% |
| 30D | -19.9% | -1.2% | -18.7% | -19.7% |
| 3M | -19.0% | +5.0% | -24.0% | -19.6% |
| 6M | -18.6% | -2.8% | -15.7% | -18.4% |
| YTD | -15.3% | +8.6% | -23.9% | -16.3% |
| 1Y | -7.3% | +18.9% | -26.3% | -10.2% |
| 3Y | +46.6% | +32.1% | +14.4% | +36.7% |
| All | +46.6% | +33.1% | +13.5% | +36.7% |
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