+95.2%
TJX vs ES
-4.5%
+99.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.9% |
| 7D | -4.0% | 0.0% | -4.0% | -4.0% |
| 30D | -20.3% | -1.0% | -19.3% | -20.2% |
| 3M | -23.3% | +1.5% | -24.7% | -23.5% |
| 6M | -19.7% | -3.5% | -16.2% | -19.3% |
| YTD | -17.1% | +7.0% | -24.1% | -18.4% |
| 1Y | -8.8% | +15.3% | -24.1% | -12.1% |
| 3Y | +43.4% | +30.2% | +13.2% | +33.0% |
| 5Y | +95.2% | -4.3% | +99.5% | +90.9% |
| All | +95.2% | -4.5% | +99.8% | +90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling